Ok, It's normal media manager window. Frontend is for me not admin part. Sorry.
I am not sure if this works for files, but it works for images, so...
There is import folder where you can upload your files (manually by importing or by FTP - you see url in that blue info box). and then import them to specific category. So if you upload files there, it should scan them, then select category "Download files" (I think) and you can import them all at once.
Again, I didn't test this with files, only with images. If it doesn't work with files, create issue about it.