There has to be something executable about what you download for it to infect your pc (with one caveat I will explain in last paragraph). That is, it has to be a program, or something that can perform some sort of active function in your pc. Metaphorically, it has to be a verb rather than a noun, and pictures like the one you downloaded are definitely nouns. On the other hand .exe's, .dll's, various 3rd party program scripts like for MS Word or email programs etc., html code, various interpreter language programs, lots of others I can't think of, are more like verbs.

In addition to being a verb, it has to have a way of convincing your pc to run it. Often this is done by tricking you into double-clicking something you ought not to.

The last paragraph caveat is that it is technically feasible to sneak executable code to your pc hidden in a noun-like object. Your picture could have an encrypted virus in it. However there would have to be some bad software on your pc to separate the virus from your picture, decrypt it, and run it. Not very practical, since if you can get the bad program to decrypt/run your virus onto your computer, then that bad program could do the function of the virus, anyway. There would be no need to sneek more malware to your pc hidden in a picture.