In WordPress, files (Word documents, PDF files, PowerPoint files), images and video are all considered media files. These files can be found under the Media tab in the Dashboard.
Media files are not organized and there are no folders with which to organize them. All media files will be listed in the order in which they were uploaded. There is a search feature to help you find the media file you are looking for.
This video on the LinkdIn Learning site will teach you how to use the Media Library: Using the Media Grid