They upload it somewhere and insert the link into your note. I just tried on primal and the URL was m.primal.net, so I guess they have their own servers. No idea what Damus does, I am on Android.. nostr:npub1xtscya34g58tk0z605fvr788k263gsu6cy9x0mhnm87echrgufzsevkk5s would know though 😬