To add files, including images, PDFs, and videos, to the Media Library:

1. Access your WordPress page from the page editor's view.
2. On the left side of the screen, select the icon Media.
3. Now, underneath the icon will appear the links Library and Add New.
4. Select Add New.
5. Select the button Select Files.
6. In the window that appears, search through your computer's folders until you find the correct file.
7. Select the file, than select the Open button.

Your file has now been added to the Media Library.