Only certain ones let you add an attachment, like the documents section. To add a link, you need to push the url button at the top of the post, the hint right above the message box will show you what to put in there. Hit it again to put the /url thingy at the end.
If you want a picture, use the Img box, it will show you how too. The picture needs to be available somewhere on the net, like your album.
Charlie