Thank you!
Did you try right-clicking on it when it's in your inventory? I think it's one of the few cases in the game where you have to right-click on something, which is probably confusing.
Thank you for the advice but yes, I have. It says "I don't know what to do with that" and then tells me to read the note. I've tried every painting, the window, the phone, the door, the bookshelves, everything on the desk, the table, the urn, the fireplace, the vinyl, the vinyl player and read every book