friend has shared photographs with me via message on Facebook. I would like to copy/transfer them to Photos on my iMac. If possible, how?

Try Control (right) - clicking on the image and see if there's an option to "Add to Photos Library" in the contextual menu:

Either drag the photos from Facebook to your desktop, or take a screen shot if it, and then import or drag the photos from your desktop into the Photos app.

-- Rich