When someone adds an image to a post, it should show up in their text box right away if it is taken from a url, and will show as an image if uploaded from your computer when you preview the post. If you are trying to add an image that is hosted somewhere that does not allow sharing, it will immediately show us as that x -in-a-box image right away. When that happens, the best thing to do is make sure you have added it properly, meaning, you have clicked OFF Retrieve remote file and reference locally.
If you are sure you have done that and the image still displays as an x-in-a-box, you have a number of options. The first would be to look for an image that you know is able to be shared. The second would be to take the url from the first image and upload it to an image host to create a new url for it that you can share here. A third option would be to save the image to your computer and upload it directly from your own file folder. However, that third option has become quite problematic to the point of impossible for many in the last year or so...