Hi GTi - do you mean how do you actually make them or how do you add an image you already have?
If you are adding an image to your sig box you'll need to Upload
it to somewhere like Photobucket first so you can link it using the URL in the [img] [/img].
As for an avatar - it'll need to be an image no bigger than 100 x 100 pixels. If you do have an image- save it as a gif as this takes less size.