Hot Links in My World
How To do it ...
You can create a new point layer (or edit an existing one) in Edit Mode. Add a field and select "Link" as the field type.
Then add your point(s) (if the layer doesn't already exist). Click the record inside the Link field to get the dialog that allows you to either add a URL from the web or "Choose File".
Once you choose your file (or add a web URL if you prefer), return to "Visualize" mode and use the link tool to click on your point. 
That should bring up your image (or the web address specified in a URL if connected to the internet).
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