Edudemic has an article entitled "10 Innovative Ways to use ThingLink in the Classroom." Once you have your image you can edit it. When you first edit your image you will want to give a title. You will also need to choose if you want to make the image unlisted, meaning that only those with a link can see it, and whether or not you wish for anyone to edit it.
After making these two decisions, you may click on your image and add a link. After copying the link, one may type a description is so desired and assign an icon for that link. In the example below I have the video triangle for videos, a black circle for comments, and an exclamation point for informational websites. Feel free to comment on what you think of ThingLink and if its not obvious you are able to embed your image.