If you're getting the photo from a website, you'll first have to save it to your hard drive before being able to attach it to a posting. If you're in Windows, a quick way to do that would be right-clicking directly on the photo, and choosing "Save Picture As", or something similarly worded. Give the file an appropriate name (remembering not to change the default extension), and keep it in a place you'll remember. I suggest creating a Photos folder on your c: drive and saving it there.
When you're ready to attach the photo, just point to that folder and select it. That's pretty much it.