To upload files in a new job, click the plus (+) button next to the Jobs header in the collections panel. This will bring up the Create New Job window and walk you through the set-up.
To upload files in an existing job or folder, click the Options icon next to the desired job or folder, and choose Upload Assets. This will bring up the Upload Files window, where you can choose files from your computer, server, or external hard drive.
For More on Uploading and Adding New Jobs: