The plugin Embedly will render media URLs automatically. This includes images, videos, tweets, Facebook posts, ans sound files. Just post the media link. You can just start the line with "www" (because sometimes there is a problem with "https") and Embedly will resolve the URL for you. It takes a little time for Embedly to render the media on the page. Until it renders, you will see the URL. It seems you can speed up the process of rendering by reloading/refreshing the page with your browser.

On a few very rare occasions you may want to insert a link directly; for example, you may want to add some descriptive link text or if you want to hide the identity or contents of a website to surprise members. In that case, use the double link (chain) icon, and paste your link and the descriptive text in the fields that appear.