HI,
iCloud accounts.
This is an Apple ID
It can be used as the ID "registered" for iMessages.
It can also be used as a Valid AIM Screen Name (press the + icon at the bottom of the list)
The info you provided does not tell me if you are using the ID with iMessages or AIM.
Facebook and syncing.
I do not have a Facebook account so I don't know if the sync process you can do actually places a Pic somewhere on the computer or whether a Pic is just called from Facebook and displayed.
What I do know is the "Change My Picture" option will not change their Facebook Pic and therefore you will see no change.
NOTES.
In Setting up the computer you get to choose a picture.
This can be seen in System Preferences > Users And Groups > Your account.
By default if you set up the account including your address and Mail info the Address Card is created for you.
This then takes the Account Pic as first choice.
iChat is earlier OS versions that have Buddy Lists only then pull that pic in the Address Book to the Buddy list.
Messages does this for your non iMessages accounts (AIM, Jabber, Google, Yahoo) and th Buddy list they have.
(by Default these Buddy list are not on View).
The Change My Picture setting only applies to these Buddy lists.
However you can change the Account Pic the Contact/Address Book pic and the Buddy pic for your self independently.

8:47 PM Wednesday; April 24, 2013
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.3)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously