Uploading images can be done through the Special:Upload page.
The preferred image formats are SVG, PNG and JPEG. Files can be renamed later if necessary.
Linking other files
It is always better to link to a page or thread rather than a file. Files can also be uploaded to the Files section.
Utilities, patches and are essential for getting certain games to run. Many services also cease to operate over a large period of time so it is preferable to link to a permanent service rather than temporary hosting like Dropbox.