You need to enclose the <img> tag in the quotes (and don't forget the double quotes around attribute values):
echo '<td rowspan="7"><img src="' . $row['url'] . '" alt="' . $row['caption'] . '" height="250" width="300"/></td>';
Also, rather than concatenating the string, you can use commas to echo. It's a trivial performance boost (users will almost certainly never notice), but good to know nonetheless!
echo '<td rowspan="7"><img src="', $row['url'], '" alt="', $row['caption'], '" height="250" width="300"/></td>';
Don't forget to sanitize your $row data so a stray " doesn't break your site.