Well when you click on either the insert picture or media icon, it asks for the url. So in order to get it you'll need to go back to the said thing (image or media item) and right click and choose copy image location for images or copy video url for videos. Does that help?
In light of the more appropriate response above, I'd like to add that you cannot link to images stored on your PC...they have to be hosted somewhere. Like the video in your sig.
The url you use has to allow for images to be hotlinked. Personally, I use postimg.org. So far, the images don't expire, can be full quality, and don't require advertising or linkback. The site is clean and easy to navigate, and allow me to organize images into albums. It also allows for posting without creating an account, which is what drew my interest to their site in the first place.
