Looking around online, it doesn't look like MMS is easy to do.
The Gammu FAQ
says that you can't create an MMS with Gammu alone, and will need to create the MMS message externally. This page on stackoverflow
seems to be a good start at how one would do that, but it doesn't look like something for the faint of heart.
It looks like the best advice in that thread is to just use a web service to create the MMS for you.