A major goal of experiments in heavy-ion physics is the characterization of the quark gluon plasma (QGP) produced in the collision of heavy ions at high energy. Direct photons are a particularly good probe of the produced medium because they do not interact strongly and so can escape the medium unmodified, carrying information about when the photon was produced. It is expected that direct photon contributions from different sources (QGP radiation, hard scattering, hadron gas radiation) dominate at different transverse momentum ranges. Low momentum direct photons are dominated by thermal radiation (both from the QGP and hadron gas), while high momentum direct photons dominantly come from hard parton scatterings in the initial collision. We present a summary of techniques to measure direct photons with the PHENIX detector, with a focus on low momentum direct photons through their external conversion to dilepton pairs.