Shell is right that you do not need permission to link to content from a contextual link in a post, like that link.
The question above deals with embeds, embedding content such as a video, image, or audio into your site that doesn’t belong to you.
YouTube and other video services don’t just bring in the video, they bring in the branded video player, as do many audio embeds.
If you properly embed a flickr image, it comes with a citation link back to the flickr account and source.
What about links, called hot links, to content that doesn’t bring its branding and citation with it?
Make every effort to cite the source in a link. If you cannot, consider looking elsewhere for similar or related content.
The citation link must be close to the multimedia when you publish it. It can be before, after, or in the caption, as long as it is made clear that this content does not belong to you and you have made every attempt to identify the source.
Play it safe. While you do not need permission to link to web pages and online resources, publishing the content created by someone else requires a proper citation and credit.