Can’t insert image in post

Hi. Really new to all this, so…
I’ve been postng for a few days now, but until today I didn’t need to insert an image. I had a blog in other platform, and this was quite an easy task. I’d just select the image, upload it and there you go, the image would show in the post.
But I can’t seem to achieve this with WordPress. I go to the upload section, select my image, upload it, send it to the editor, but when I publish the post, the only thing that shows is a link to the image… Well, this is not what I want. I want the image to show inside the post, not in a separate window!!!

How can I do this?

Thanks a lot.