You may have noticed when building your sidebar there is no specific widget for images or links. To add a link or image to your Wordpress sidebar, use the Text widget.

From you Admin dashboard, click Appearance from the lefthand menu and select Widgets from the drop-down list. From the widgets screen, drag the text widget from the lefthand list to the one of the available content location boxes listed on the right.

In order to display a link or image in this widget you will need to enter the necessary html code. For example, for a link you would enter:

<a href="your url">your link text</a> 

To display an image you will first need to add the image to the media library. Once you've uploaded the image to the library, select it and copy the URL. Then paste URL into the proper html code in your text widget:

<img src="image url" alt="some_text">

Make sure to include some descriptive alt text that describes the image with your image to fulfill basic accessibility standards.