A URL is a web address, found in the address section at the top of your browser. Every page you view has it's own URL, so http://www.stripcreator.com is the homepage here, while http://www.stripcreator.com/forums/ is the URL for the forum.
For the purposes of posting a comic in the stripcreator forums, go to the page containing the comic and just copy everything from the address section of your browser into your post, including the http:// part, just make sure to put it on a separate line and don't change it. You can also give that URL to someone to link them back to that page.
If you want to display your comics somewhere else you'll have to take a screen dump (press the 'print screen' key on your keyboard while the comic is on the screen), paste this into something like Paint, crop it, save it and upload it to somewhere like imageshack or photobucket.