Belg,
There are a number of way that you can hav a pic appear in a post.
One is to "include" it with your post when you click the submit button. This is done by pointing the "attach file" box (at the bottom of the text page you type your post into). You must have the pic on your own computer to do this.
The other is to "point" your post to a pic somewhere else on the web. ie. a site with heaps of train pics. To do this, you use the "IMG" button above and put the full web address in the pop-up window.
As you know, over time, websites come and go and get changed and added to and deleted etc.
Should the post be "pointed" to a pic on the web, it fetches that pic each and every time you display the post. It is not stored at The Gauge with the post, but remains on the original website, and is "included" in the post, as if it were part of the post.
Should the owner of the original website delete it, or move it, then the post on The Gauge will still try to find it, to no avail. Hence the "red "X" in the box, or a pic not found.