How to put a client's images, videos or audios on the website?

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If I were a freelance web developer, wouldn’t it often be the case that the images my clients give me to put on the website don’t have any URLs yet?Then how would they usually give me the images?Just photos or something?Or should I instruct them to send those images in some specific ways?And finally, how am I supposed to write them into HTML?

Same for videos and audios,would the clients always give me those with their sources?If not,how do I make them appear on the websites?

Yes it would generally be the case.
I would have the client send the images to you then you just have to use the appropriate html tag to link them in the DOM. Same goes for video and audio just put them in using the correct tag.

But I mean,how do you link those things without URLs or sources?
Because the only ways I know to link images, videos and audios respectively are the img tag, iframe/video tag, and audio tag, which all require URLs or sources.