You'll need to upload your files to a server somewhere first, then with the proper coding, you can link to them here.
However...if you don't have server space of your own, there's a really really easy route you can take (for the images at least), you can use
Pixentral. Basically you select a file from your computer, send it to their server, it automagically generates the right code that will create a clickable thumbnail link, and you just have to copy/paste that code into your post here.
Hope this helps.