Charles, if you can link it, you can download it, so yeah you technically can post a link to just about anything...
The ability to put content (like images) however inside a post in a forum like the Grumble is purely determined by the capabilities of the forum software, so songs and movies are out.
Stills are fine if you can capture them and save it to an image file (JPG, PNG, etc), and then it's just like posting a picture. The hard part obviously is just capturing the image, and there are a million apps out there to do that.
Here is an example of a stored clip... I had uploaded a song but then thought better of it... the copyright police would be all over me. This is a clip from the "LoveHammers" off their website. (For those that care the LoverHammers lead singer is Marty from RockStar INXS.)