Uploading any file type or folder can be done by simply clicking Upload on the command bar.
Once you click Upload and choose Files or Folder from the drop-down menu, locate the file you want to upload, select the file, and then click Open.
Note: Keep an eye on the file size, because PowerPoint Online won’t insert large media files. For embedded media, the size limit can be from 50-100MB, and for .WAV files the limit is 100KB.
When you click Open, your file will then appear in your OneDrive in the Files page