The Media Library is where all the photos, Docs and PDFs for your site are stored, they need to remain in your media library to be able to display on your site.
To add to you Media Library click on the Media Library link on the left of your edit screen.
This will open your Media Library.
To uploaded new photos to your Media Library click on Add New.
This will bring up the file uploader, click on select files, this will bring up a browser window so you can select files from your computer, you can select multiple files to upload by holding the Ctrl key on your keyboard will making the selection.
When the photos have uploaded, you can go back to the library to see the newly uploaded photos, if the photo did not upload check the file name does not have an apostrophe in the file name, if it does rename it to remove the apostrophe.