How do I attach a link or image to a radio/select input element I want to attach an image-link to every input element.
Is it possible to do it on entity fields or on webform fields?
I prefer to it on server side.
ok, so then you need two parts both stored in a custom module: 


an admin interface where the client can upload images for each relevant form element. Use drupal_get_form('FORM_ID') and loop through the form elements. Create a new admin form with image form elements corresponding to the webform elements. save the images and create a mapping table mapping the image urls to the form elements.
an invokation of hook_form_alter() adding prefixes to the webform elements as stored in your mapping table.