When using the shop import/export feature, you can manage files used when importing by clicking Manage files.
To upload files, click Upload files. Select one or more files (you can select multiple files by holding down Control, or Command on an Apple Mac). Once the files have been uploaded they will be listed under Uploaded files.
Previously uploaded files are listed under Uploaded files. You can delete files by checking the checkboxes next to the appropriate image names (or clicking Select all files) and then clicking Delete selected files.