How do you attach links, photos, or videos to this website when you're answering a question?

Links - Simple just copy/paste into the answer.
Files - "Go Advanced" and use the paper clip to attach. There is a size limit on attached files.

https://www.askmehelpdesk.com/faq.php?faq=vb_read_and_post#faq_add_images

OK thanks and what about if you're sending a personal message to someone on this website?

Hi,
To send a personal message click my profile (upper top right of screen. Once in your profile, very far left you will see (about mid-way down) private message. Click on it and voilà!

Thanks but what I actually meant was how do you send a link as a message?

Do you mean a web link? If it's a web link...

1. Find the link you like
2. Drag and highlight the URL from the address bar
3. Copy URL command C
4. Paste where you want it command V

Thanks