When I try and open a Microsoft Word 365 document I’ve saved in Word, a box comes up asking to pick a file conversion? I never can get this file to open. I believe it’s a photo copied to Word, not sure???

Without seeing the file, no-one here can help you. The fact you're being asked for a conversion suggests it's not a Word document.

You can attach a file here via the paperclip symbol on the 'Go Advanced' tab at the bottom of this screen. Do note the file size limits, though.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]