What does it mean mean a picture that has been posted and the picture vanishes and is replaced with a little red x? Does that mean I should not have used that picture?

I just realized that the little circled c at the bottom of photos means copywrite which I think means we can't copy that photo without permission. I try to make sure the pics I find are free to use. Looks like maybe I am missing some because the pic seems to vanishe?

Just curious.. I don't know what linking back to means? I don't know what that little red x means. So does anyone know what all this means?