Can I transfer an image to a christmas ball

Another option once you have the photo placed on the "christmas ball" is to go Edit>Transform>Warp and try Fisheye or Inflate.

To add to JEL's answer, make sure you crop your image into a square, otherwise it will be distorted as an ellipse. The 3D feature in former Photoshops would have been my first choice,  but, unfortunately, that feature has been removed. 

Hi @Sigbjørn27281316d3ez Sure, you're in the right place! You could try applying the Spherize filter. It's under Filter > Distort > Spherize. A small Spherize window will pop up and you can make some adjustments. You might want to convert your photo layer to a smart object for non-destructive editing, and so you can reopen the Spherize to make adjustments.