How to check if image exists at image url?

You can simply skip it as follows:

def to_pillow(examples):
    urls = examples['Photo']
    images = []
    for url in urls:
      try:
          image = Image.open(requests.get(url, stream=True).raw)
          images.append(image)
      except:
          pass
    
    examples['image'] = images
    
    return examples

dataset = load_dataset("TheNoob3131/mosquito-data")
dataset = dataset.map(to_pillow, batched=True)