File types supported by the Media Library include:

Images: jpeg, gif, bmp and png file format.
Files: doc, pdf, xls, ppt. 

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To upload new files click on Add Files

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Locate and select the files you wish to upload (to select multiple items, hold down the Ctrl button on your keyboard)

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The selected file/files will appear in a list in the upload queue.

You can select which album the file/files are uploaded to by choosing from the Upload into Album drop list.

Click Start upload to begin uploading the files.   

Once the files have been uploaded, to ensure the files are uploaded into a particular Album, select the Album from the drop-down list and click on Continue >

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The files will appear in the Uploaded files area. 

Here you are able to edit the file details. 

Save any changed you make by clicking the Update button.