Dunno, I just copy paste the gif URL link and it works. Maybe direct linking to gifs from dailystormer.com is blocked, try to download them and re-uplaod the gif to imgur.com.
Also here's what I found online:
To make them work, simply paste the URL of an animated GIF into Facebook's “update status” field. You can then add text as usual. (Gorburger not included.) Uploading an animated GIF from your computer using the “add photos/video” function does not work at this time.