The view from Lecter's cell isn't good. Bricks. Other serial killers. Mold.
To spruce things up, he hangs drawings, like one of the Duomo in Florence, Italy. "Memory, Agent Starling, is what I have instead of a view," Lecter tells Clarice.
These are the views Lecter loves. There's another view he loves: seeing Clarice. Like Buffalo Bill, Lecter covets. "We covet what we see every day," Lecter says, and the more he sees Clarice, the more he covets her. So what's a man to do when he knows he won't see her again? Why, draw a picture of her of course. Lecter draws an image of Clarice, in present day, saving a lamb like she did in her childhood.
The drawing is very Virgin Mary and Lamb Jesus, an interesting reversal since Jesus is usually the shepherd, not the lamb. But in this drawing, Clarice is the holy savior, and the lamb represents her desire to save people, a desire Lecter strangely admires, even though he's more apt to eat a lamb— or a person— than save one.
Because Lecter sees Clarice as a sort of sacred figure, that partially explains why he won't ever hurt her. As Clarice says, "I can't explain it. He would consider that rude." It would be almost blasphemous if he were to harm her.