Can someone give me a step by step

Sure. The first thing that you need to do is find a gif that works... for some reason not all gifs work, so if it just pastes the url and not the gif, you might need to find a different gif. Lets use this one for example, from giphy...this is the gif link

https://media.giphy.com/media/l3q2yYNt8DXoyKRdm/giphy.gif

Now, if you click on the little picture icon that looks like this

Then click on url/link

Then paste the link, and then click insert image..and there!