Hello, T.E.I.! Welcome to the forums!
All the images you see in a web page has to be stored in a web space. This also applies to banners, which are image files(bmp, gif, jpg...). You can't use an image for banner if it is stored in your computer.
You can request someone to store your banner in a web space so that you can link it in your custom signature. Go to these two topics and ask everything you wanna know about banners. I'm sure someone will help!
Banner request:ask - by Sydney
Banner: completions, requests & anything else - by Abe Babe