I've tried this chunk of code:
\usepackage{graphicx}
\usepackage{hyperref}
\begin{figure}
\href{http://commons.wikimedia.org/wiki/File:Pachydyptes_ponderosus.jpg}
{\includegraphics[width=\textwidth]{picture}}
\end{figure}
and am getting this error message:
! LaTeX Error: File `picture' not found.
picturefile in your system? Apparently not; if your only interest is to hyper-reference the image, don't\includegraphicsit. If you want to include it in your document, make sure that the file is in your current working directory. – Gonzalo Medina May 14 '13 at 15:55