To access the Media Browser, click the icon on the toolbar within the Editor:
This will show you all of the assets currently available in your project. Because we've got the sample project open, there are only three, but once you've started to build-up a collection of assets for your games, it may look more like this:
You can double-click any asset to preview it. For images, they will open in a window. For supported audio and video files, they will even play directly in the Media Browser:
To use a piece of media in your game, right-click it and select the "Copy Path" menu option:
You can then swap to the Editor window, and paste the path into any preload code, such as:
this.load.image('background', 'assets/space.png');
To learn more about how Phaser handles the loading of assets please see the Loader chapter of the documentation.