Re: I don't fully understand...
I think you are conflating two different things here, for example you have an image on a website
This is not a link, it is the actual image stored on the server, this would be violating the copyright if the owner did not consent to it being there.
Now you also have links on a webpage named say http://mysite.com/list_of_images.html or even http://anothersite.com/interestingpics.html on a completely different server.
These would contain something like the link a href="http://mysite.com/image.jpg" Piccy /a (missing lt and gt intended)
This is not the image, just a link so doesn't logically infringe the copyright. Only the original "http://mysite.com/image.jpg" does.