Quick answer
A painting is карти́на; a picture in general is изображе́ние. You go в музе́й and на вы́ставку.
The place
What is in it
Visiting
At the desk
The coat goes first
In Russian museums and theatres you hand over your coat and large bag at the гардеро́б before anything else. It is not optional, it is free, and keeping your coat on will get you stopped at the first hall. You get a numbered token — do not lose it.
Typical mistakes
Я иду́ на музе́й.
Я иду́ в музе́й.
Museums take в; exhibitions take на.
Мо́жно фо́то?
Мо́жно фотографи́ровать?
The verb is the natural form of the question.
Check yourself
What must you do first in a Russian museum?