Aside from being able to access your media library from the main navigation, you can also access it directly from a document.
Accessing the library through a document
When editing a document, you will be shown the media library when you click to edit an image or add a link to a media item.
The media library will open on top of your document edit screen and you will be able to upload a new asset or select one that is already uploaded.
Media asset filters
When you access the media library while editing a document, the library will automatically load with a filter that shows you the media assets that are already in this document.
If you want to see all of the media items in your library, just click on the "Everywhere" button on the right. This will remove the "In this document" filter and show you all the media items.
You can also filter the media assests by type. You can select "Everything," "Images," "Documents," etc.
Search and browse your media
You can use the search bar in the top-right of the media library to quickly find a particular media asset. This will search your library based on the name of the files and the metadata that you've included on your assets.