Download the picture that you want to make it as your profile picture. You can find the download option in the 'Options' tab that is on the right hand bottom of the picture.
Save it on your system folder
Go back to your profile and click on Edit profile picture.
Upload the saved image.
This is possible only if that someone has made the picture visible to everyone/friends/public. If the settings have been otherwise, then it will not be possible to download that picture.
