Yes copy the image. Don't put a link to the image. The code is usually at the bottom. You can use the preview button to see if it worked before posting.
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The website I was on (Gifsoup) just gave you a code similar to the code you use to post pictures. I have so much fun looking at them, but I suck at searching for them and finding appropriate ones for the topic. I need to step up my gif-ing. Big time.
Re: How do I add a gif?