First you'd need to upload your photo to a photo hosting site. ImageShack and ImageBam are two popular hosts that most of the cappers use here. I don't think that you have to register to either of those websites but it would be a good thing to do if you want to keep track of your uploaded photos.
After you've uploaded your photo, you'll be given codes for that photo, for example HTML codes, BB codes, etc. Remember that WWoW rules state that you have to post thumbnails. To do that, if you're using ImageBam, highlight and copy the BB-code of your image and paste it to your post. If you're using ImageShack, highlight and copy the forum code under "Embed thumbnails of this page" and paste it in your post.
If that sounded a bit complicated, here's a visual example of the options you should choose in the screenshots below, circled in red.
For ImageBam...
For ImageShack...
I hope this helps.
