Make sure you are in the correct spot to copy that link. To get to the preview image that works for us (in firefox), we navigate to the project, click the "documents" tab, hover over the desired image file, click "Document Details", Right click on preview picture in the box to the top right of the screen.
From there is a right click menu with "Copy link location" that works for us. Hope that helps.
did you ever get the custom icons to print on a report. we used the instructions below to link to cutom icons, but we have caching issues and still cannot get them to print on the report. prints the link instead.