Click "Media Player" as shown.

Audio-Video Player Gallery:

Click to select the Audio-Video Player Design from the gallery,
Click "Advanced" and add your player title & message.

Click "Upload Video/mp3" button shown.
It will open a popup window.

Here you can upload your Audio/Video file from your collection.
After completing your upload process, click "close" as shown below.

Return back to builder and click "Refresh" and click "x" button.
You will view the uploaded audio/video in media player as shown in the next picture.