How to Add Images, Video, Files, Using Media Features in WordPress
http://www.syamsulalam.com/newbie-sec...
For you who want to know more about wordpress technical details and being rather expert on it, I suggest you to go to link above.
Anyway, this short video will show you the media features in wordpress that enable you to upload files (including images, video, pdf files, zip files, etc) edit it, etc.
Hope this help, folks!