Hi there puja0509!
It sounds like you are having trouble accessing the photos that were sent to you through AirDrop. We'll be glad to give you some pointers on how to access them.
Once content is sent by AirDrop it comes through the same app it was sent from. For example, photos appear in the Photos app.
Since the photos were sent, have you restarted your iPhone? If not, let's have you restart it and then open your Photos app to see if the photos appear there.
If not, is there enough storage available on your device to accept new files? To check, go to Settings > General > iPhone Storage. Is there storage available?
If you do not have enough space, look here for steps on how to manage storage: Manage your photo and video storage
We hope this helps!
Cheers!