You can either upload it to the Downloads section or attach it to a post.
I think generally it's better to put things in the Downloads database than attach them, but if you don't have 30+ posts and haven't been here for 30+ days, the file needs to wait in the queue before it can be downloaded, so attaching it might be better.
First you need to create a zip archive (or a rar or 7-zip archive or whatever you prefer). Maybe you already know how to do this, but if not, the easiest way is to you right-click on a folder, and then Send to->Compressed (zipped) folder. This doesn't actually compress the files very much, but it does package them into a format you can upload.
So, to attach a file, you need to be writing a post using the "Go Advanced" button (not the quick reply). Under "Additional Options" there should be a Manage Attachments button. Click it, click one of the Browse buttons, and then navigate to the zip's location on your computer. Then click the Upload button, and the file will be attached to the post.
To post something in the Downloads database, click Downloads, then Add New File, and then fill out the form.