The answer would depend on the functionality of the picture frames and how they connect to each other.
From a practical POV you probably want to get picture frames which are network enabled, and then use [Windows] file sharing (SMB/SAMBA/CIFS/Windows File Sharing are all pretty much synonyms when looking for the frames).
It would then be a matter of setting up an SMB fileserver, arranging the files in an appropriate file structure/hierachy and pointing the various frames at various hierachies. You can probably use symlinks to extend this functionality (or, if you are using Linux or similar and knowledgeable, union filesystems or similar).
This does, however, require that the file server is up and contactable, and that the connectivity to each frame is solid. If this is not the case, you might want to ensure each frame runs files from a known place on its local file system and write a script to manipulate the contents of this filesystem. You probably want to statically assign IP addresses to each frame so you know how to address them. This solution is not as scalable, and is a lot harder to write.