To add media files like videos, images, logo,favicon etc. in the media library:

Go to:

Step 1: Campaign> Media

It will take you to the media library. 

Step 2: Click on "Add new" 

Step 3: You'll be able to drop or upload files upto 100 MB by clicking on Select Files.

Step 4: You can filter your data on the basis of type of media items and dates.