Magic.
They add a hyperlink with the URL to the image.
hyperlink from XP HELP...
Colored and underlined text or a graphic that you click to go to a file, a
location in a file, an HTML page on the World Wide Web, or an HTML page on
an intranet. Hyperlinks can also go to newsgroups and to Gopher, Telnet, and
FTP sites.
In Windows folders, hyperlinks are text links that appear in the folder's
left pane. You can click these links to perform tasks, such as moving or
copying a file, or to go to other places on your computer, such as the My
Documents folder or Control Panel.
hyperlink
An element in an electronic document that links to another place in the same
document or to an entirely different document. Typically, you click on the
hyperlink to follow the link. Hyperlinks are the most essential ingredient
of all hypertext systems, including the World Wide Web.
from...
http://www.webopedia.com/TERM/H/hyperlink.html
hyperlink
http://en.wikipedia.org/wiki/Hyperlink
URL
Abbreviation of Uniform Resource Locator, the global address of documents
and other resources on the World Wide Web.
The first part of the address indicates what protocol to use, and the second
part specifies the IP address or the domain name where the resource is
located.
For example, the two URLs below point to two different files at the domain
pcwebopedia.com. The first specifies an executable file that should be
fetched using the FTP protocol; the second specifies a Web page that should
be fetched using the HTTP protocol:
ftp://
www.pcwebopedia.com/stuff.exe
http://www.pcwebopedia.com/index.html
from...
http://www.webopedia.com/TERM/U/URL.html