Regarding permalinks; my URL is good and pretty. It has a date and title structure. 2006/06/15/posttitle
But there's no link in the post.
I want a link called "permalink to this post" or something like that. I see that all the time in other blogs.
That's a function of the theme you're using. If your theme doesn't provide it, you can edit it to add that link where you like. (I may suggest you look at other themes' code to get a feeling for how you might do that). The tag you'd want to add is trackback_url()
I still don't understand how to provide the trackback URL when I write a post.
Shouldn't a trackback URL automatically be displayed by my posts?
Then a reader can copy that URL and enter it as a trackback when he/she is writing a post with a trackback.
You're thinking about it too hard! When you are writing a post, the trackback field on that screen is for YOU to enter trackbacks to other folks' links in your post. To let THEM know you linked 'em. Or, you leave that field blank and WP will 'ping' each link in your post automagically.