Copyright is automatic in all countries that have ratified the Berne convention. That's most of them. Copyright applies to any creative work. The interpretation of creative work is pretty broad. For example a mugshot isn't creative work but any photo that involves even the slightest attention to posing, light, choice of subject, etc. is a creative work. A shopping list is generally not creative work, but as soon as there are multiple ways to convey the same idea, a text expressing that idea is a creative work (the idea itself, however, is not subject to copyright). Copyright exists whether the author of the work is identified or not, and whether a copyright notice is present or not.
Copyright is not a right to copy — in fact it's pretty much the opposite: it's a form of exclusive control that the author has over their work. Copyright forbids anyone other than the author from making copies of the work, except in ways that the author has chosen to permit, and except in some very narrow ways that vary somewhat between jurisdiction and are called fair use in the United States.
A license is basically a way in which the author of a work authorizes others to make copies of the work and deal with them in a certain way. A license is a type of legal contract (more or less). Typically a license may allow dealing with the work in ways that are not allowed by default, in particular making multiple copies. Conversely a license may forbid dealing with the work in ways that are allowed by default, such as modifying the work¹.
Certain ways of distributing a work effectively carry an implicit license. For example, when you buy a book, you get the right to use that book, to resell it, to write annotations in the margin, etc. When a work is displayed on a web page, this allows anyone to view it in a web browser and (in most jurisdictions, though jurisprudence may still not be fully settled) to download it for offline perusal and edit that offline copy (but not to redistribute the downloaded copy to someone else). Details may vary depending on the type of work and the jurisdiction.
This is why contributing to an open source work always requires an explicit license grant. In the absence of a license, a creative work or a derivative of it cannot legally be redistributed.
¹ In the absence of a license, modifying a work may or may not be allowed depending on the type of work, the type of modification and the jurisdiction.