They should have given you some instructions, or at least an FTP address, along with username and password
If they gave you that, it's relatively easy to upload files there
Any FTP client will work, or if you don't have one...
Open up an Internet Explorer window, and type this into the address bar, of course replacing anything listed in green
ftp://username:
password@
ftp.server.address.com
Then go to the local (your computer) folder that you want to upload from and select the file(s). Copy. Go back to the FTP window. Paste.
Done.
They should include in instructions they have somewhere (might have to dig) the location to use to link to a file at a remote location (putting a link to it on another web site), such as
http://www.server.address.com/~dark_angel/
I can't really provide any more info because I don't know who your web host is, or what they're like