Naming images/files
It is not unusual for a site to have hundreds or even thousands of files in its library. You can use the WordPress search function to find a file, assuming that it is labeled properly (as in, not IMG_1234.jpg) When uploading a file to the media library, make sure the name of the file is helpful for identification (ex. olin-student.jpg).
Alternatively, make sure the Alternative Text field is complete and uses descriptive words that help identify your image.
More on Media Library management from WordPress
Linking to documents (pdf, doc, ppt, xls)
Learn more about linking to documents on the site in this web tutorial.
File size limits
Consult the Image block tutorial for image size recommendations. Posts also have minimum size requirements for their Feature Images, which can be found in the Post tutorial. To maintain site performance, upload image/files with sizes as as small as possible while still meeting the minimum size requirements.