Save a photo texted to you to your photos at an iPhone X so that you may turn around and text it to someone else.

Go into the text message and touch the photo so that the rest of the message drops away. Click on the icon at the upper right that looks like an arrow going upward from a square. Options will appear and at the lower left press the icon that looks like an arrow going down back into a square with the copy reading "Save Image" to save the image to your photos.