In my opinion, sending pictures of self harm to people, at least without any warning or consent, is both disconcerting and highly inappropriate. (I have a history of self-harm and have been clean for about 5 years, so forgive me if my opinion seems skewed)
Have nothing to do with him, would be my advice, and I'm fervently sticking to it. I strongly believe he added you for attention and some sort of, "Look at me and my scars! Pity me!"
If you have SH stuff on your FB (or other rather serious mental health stuff) that is public, which I'm guessing it is, I strongly recommend making it private, so as to avoid that sort of person.
I'm not denying those are the actions of someone struggling; he very clearly needs help.
Lastly, I recommend adding only those of whom you know, so as to avoid unwanted people seeing all there is to see about you on your Facebook.