Well, without knowing how you actually implemented your report, and what you're ULTIMATELY trying to achieve, it seems to me this doesn't need to be a visual SSRS report.
I'm guessing you probably just want a list of names that don't have a picture.
It seems that doing something like this (roughly sketched out) would get you to the same place:
1) Do a query of your system for all the employees with their employee IDs
2) Use Powershell/Command line/SSIS to get a list of all the pictures from the directory they live, and split out the ID number from the file extension.
3) compare the full list versus the picture list in SQL/Excel to find the employee IDs without pictures.
4) You win?
If that's not right, maybe you could post a little more info and get a better response.