It depends on the Client you are using. On Amethyst there is a button to add images or video.  That will upload the content and link to it. 
Nostr notes are similar to http where you need to link to the content. If you have content online already, you can probably just link to it like this:
https://media1.tenor.com/m/psvzo0hhSO0AAAAC/cool.gif