It is mentioned I think in previous books, specifically The Order of The Phoenix, that the headmasters/mistresses of Hogwarts are able to go between portraits. This is evidenced by one of them going from Hogwarts to St Mungo's Hospital, and FinneasPhineas Nigellus (sp) being able to go between Hogwarts and no. 12 Grimmauld Place.
It's never mentioned about going between multiple pictures and being able to talk out of them. This is key I think, they cannot talk out of other pictures, just paintings. Hence Snape not knowing where Harry, Hermione & Ron was until FinneasPhineas Nigellus heard in the bag and was able to go from his portrait to the Headmaster's office.