1. To create a Media Library for your site, select Media Library on the Main Menu and click on the Add New Media Library button.
2. To locate the file you want to upload click on the Browse button. Creating your own caption for a file is optional. Note that the maximum number of charaters is 100. For changes to take effect click on the Submit or Add Another/Submit button.
3. To remove enties on your Media Library, you can select all the entries to be deleted or just mark checkbox of your choice. To delete, click Delete Selected button. Refer on the screen capture.