Post the address of a picture or a GIF and the picture is shown under the message. Kemble fetches it once and shows it from Kemble, so the website that hosts it never learns who read the conversation. A link to a video file, or to a YouTube video, has a play button: nothing is loaded from that website until you press it.
These are previews like any other. Show link previews in your Chat settings, Remove preview on your own message and a workspace’s blocked websites all apply, and a link behind a spoiler is never previewed.