Hey, @kucukcagatay !
1. In order to open an image with a link, you need to use arbitrary HTML and enter the following code:
<a href="https://a.yrokiwp.ru" target="blank"><img style="border-radius: 24px;" src="https://yrokiwp.ru/wp-content/uploads/2022/04/2160x840.png"/></a>
The first link shows where the click on the image leads, the second one is the image from your web site. There are also rounding settings here, you can turn them off (delete). This solution is suitable for the standard WordPress editor.
If you use a visual page builder like Elementor, there are separate settings for inserting a link. Usually, when you click on an element, you can insert the corresponding settings.
2. In order to show the image description (alt), you need to register it in the image settings: media library > image selection > alt > insert your text.
3. And I’m afraid I can’t help with displaying a video or other image using the default WordPress editor, however these settings (like lightbox) are fairly common in visual website builders. If you don’t want to use them, try to find a plugin to help you do it.