lightbox/slickr problems

I realize that this is probably a silly question, but I am confused. I am installing lightbox and slickr-gallery. On the instructions of lightbox it says “implementing lightbox on your site is easy: create a link to an image. That’s it!” I have not created any links to anything yet, I am just trying to get my new blog (first)set up. Where is it I am supposed to put the link into? I have got the widgets set up and other basics and had no problems but when it comes to putting pictures in the side bar with a flickr program, I am needing eact step by step because I don’t understand the insert a link part in either the the lightbox or slickr/flickr.
help me please 🙂
Traci