2.1 Media sources
Main page: Media sources
Media Sources are virtual links to the content you wish XBMC to use. When you enter any of the Videos, Music, Pictures or the Filemanager, you will see an entry for "Add Sources". When you first start with XBMC you should at least add one source, like a drive or directory on your XBMC device to get you started.
2.3 Filemanager
Main page: Filemanager
XBMC has a built-in filemanager which lets you transfer/copy/move/delete/rename/create files or folders on your local hard drive, or any of XBMC's supported file sharing protocols as long as you have correct permission on remote shares to read/write to all files. You also would need to setup XBMC to Allow rename and file deletion see Settings/Appearance#File lists if you wish to perform rename/delete operations.
Basically if you want to add movies or TV Shows then you need to add a source in the Videos section. If you want to add music then you need to create a source in the Music section. If you want to manipulate files, e.g. Install an add-on from a remote share then you need to add your source in the File Manager section.