I really can't see the jpg/png/gif ending to that link. Direct link, not just the link to the page it is on, otherwise you should make links, not try and make images.
When you upload the image, whereever it is (deviantART for example), you right click on the image, and choose "copy image address/url"/properties > image url, whic would give you the url to the image, instead of the url to the page. Basically, if your link doesn't end with jpg, gif or png, it won't work properly. Otherwise, you could upload them to Photobucket. There you will find a function that does state "Direct link", which will be the link you will have to use to make it work.
On the first two the shadowing and line work look quite nice. The third one is interesting as well. Did you do line work then fill in the shadowed areas?