The key is that the link has to be a direct link to the photo itself - it must end in .jpg - photobucket is one site that supports this. Onedrive also supports this, but at full image size which can be a problem if the photos are high resolution.

Many other sites can give you a link to the photo, but it is not a direct link to the image itself even though in a browser it will display the photo. Those sites won't work.