In "Partners of the Month", Nick Knight reveals that he has a painting of Janette DuCharme in a cabinet in his loft. The portrait had been painted by Leonardo; and it is one of Nick's most prized possessions.
Nick and Janette were lovers for 97 years in the late Middle Ages, during which time the portrait was made. They eventually parted because Janette's feelings had cooled, and she found Nick's continued adoration cloying. Nevertheless, she wanted to take the picture with her. Nick was insistent that it had been her gift to him; and she finally agreed to let him keep it. After the events of "Partners of the Month", though, he better understands her feelings about his possessiveness. He therefore returns the picture to her.
When Janette returns from Montreal in "The Human Factor", she presumably either brings her portrait with her or fetches it out of storage. In either case, Nick shows it to LaCroix at the end of the episode, telling him that she must have brought it to the loft that afternoon.