If you receive a message on your Huawei device, and it is a MMS, your device will download the attached files automatically. This is activated by default. If you need more control over your data plan, you can also disable this function and download MMS manually.

Note: If this is activated, you will be asked for settings regarding downloading MMS automatically while roaming is active. 

Android 10 | EMUI 10.0
Step 1:  Open  Messages
Step 2:  Open the  menu
Step 3:  Open the  settings
Step 4:  Tap on  Advanced
Step 5:  Activate or deactivate  Auto-downloading MMS
  1. Open Messages
  2. Open the menu
  3. Open the settings
  4. Tap on Advanced
  5. Activate or deactivate Auto-downloading MMS

Huawei Instructions