Pictures can be added to diagrams in EA Agile, but they do not create a new object that you can add to other diagrams as well. You always have to perform the import image file action.
After the image is added to the diagram, you can add a link to it, so when you click it, you can be directed to a web page that you wish people to visit.
To do that, right click on the image added and click on link.
Add the link you wish and click OK.
Now you will see a link to a web page on the image, and whenever you click on that link, a new tab will open up in the browser, redirecting you.