This is really just a recap as it was mentioned in Create Post, but it also applies for audio and video, which will come in useful for the Recipes post.
Hover over Media on the left and choose Add New.
Either click and drag from your file explorer and drop into the window or click select files. This will upload your media to the library for insertion into posts or recipes
If you want a youtube video to embed into your post or recipes, you do not need to do this. Simpy enter the full URL of the video and it will embed itself into the post, no need to leave the page. (screenshots below)
becomes