Creating Backlinks with imagehosting sites ( imageshack photobucket etc )

Hey guys! I'm still very new to this whole SEO thing. I'm on the stage of building my backlink profile now and am a little confused.

Many say you can build quality back links from image hosting websites. But i've run into a problem.
Most sites dont allow links to be posted in your "profile" section or on the image itself, so how do I do this?


Do I embed the link in the actual photo im uploading? or is there certain code like
<a href="url">link text</a> to create a text into link url.

I'm just a little stumped how this works can someone explain ?

Thanks a bunch

I normally put them in the profile but my problem, then, is getting them to index. Could also write them as captions?