First, you must be logged in to upload files.
Click on "upload file" link in the toolbox panel (the last box on the left side, just below search) or click here and follow the instructions.
Use [[Media:File.ogg]] for directly linking to the file without displaying the file, where File.ogg is the name of the file you uploaded.
Use this link to see the list of all files already uploaded to the Wiki. The list is also avaialble through Special Pages in the toolbox, section Media reports and uploads