I can not say which is wrong, cuz those sentences can make and can be any correct sentence. but in this moment,, To be correct answer it needs more description add more sentence. like "이 메뉴에서 사진이 없어요, 나는 음식 사진을 보고 주문을 하고 싶어요." = There are no pictures in the menu, i want to order with foods pictures.
I'll let a native answer this question, as I'm interested in it too. I think both can be right (as long as you use 에 instead of 에서). Either the menu has no pictures or there are no pictures on the menu. Also, I think one can use the topic particle 는 in lieu of or in addition to 에 when one wants to emphasize location.
In the meanwhile, I'll leave this link that seems to suggest that in any case, it'd be -에 rather than -에서 for this specific use case of 없다.