Answer to your first question: To insert images that are viewable from the main view, create a multiple line column with rich-text enabled. Then, when creating a new item, a user can use the Insert > Picture > 'From Computer' or 'From Address' function to upload the image. [I would post an screenshot but I only recently joined and don't have a high enough rep.]
Answer to your second question: There is no way to upload a PowerPoint file and have it preview like an image. That is slightly unreasonable because that would have to be accomplished by some function opening the pptx file, then grabbing the first slide, converting it to an image, saving it somewhere, and having it render in the list.
The next best thing would be: A) to have links that would allow you to download the files, or B) links that will open the file in SharePoint (provided your site has Web App features installed). Both of these are achieved just like the image.
A) Upload the file in the same field using the Insert > Upload File feature (NOTE: you need a document library already created to host the files). A link will be inserted that, when clicked on, will allow the user to download the file and view it.
B) The user will have to upload the file to the Document Library (does not matter how), open the file in Sharepoint's PowerPoint Web App, copy the URL, and then use that to insert a link [using Insert > Link > From Address ‡]. This link will then open the file in the PowerPoint Web App thus displaying the content.
‡My site has the "From SharePoint" functionality disabled so I could not test whether that would be better. If your site has this functionality available, I would recommend testing it.
Answer to your third question: No, there is simply to way to conjoin more than one list item URL together into a single address.