It depends on how you wish to share your images.

For instance, if you were making a site in photoshop/dreamweaver/etc., you would end up saving for the web, then uploading your site (not just the image) to your host's FTP.

If you just want to share the individual image (such as on myspace, facebook, HTML coding), then you would need a hyperlink.

You can easily upload your images to an image-sharing site, such as Photobucket. Create a (free) account and upload your image. Then, once that's done, there will be codes next to your uploaded image. If you copy the coding for direct link and add the coding, you will be fine.

For instance,
<img src="YOURDIRECTLINKHERE">

For more help you can check out LissaExplains.com. =)

Hope that helps!