As an easy example, a simple embedded image:
.
When you load this thread, your browser will automatically retrieve and display the image above from the server where it's hosted. Your IP will be captured by the server as part of the HTTP header. By looking at the logs or other simple means, someone then would have your IP. Instead of the visible image above, alternately it could be a single transparent pixel that works in the same way that you wouldn't notice unless you looked or quoted the post.