I copied the "penguin.pdf" and "penguin.ps" files from "contrib/mom/examples" to the "groff/doc" directory and used those files in the "contrib/hdtbl/examples/mixed-pickles.roff" file.
In both cases the (black-white) picture was there in the output files. I copied "gnu.eps" to "gnu.ps" and used the latter name in "mixed_pickles.roff" and then the picture was there. No luck with the PDF file yet.