To insert new files via the media gallery please click ‘Update Files’ button, after uploading a new file. It will show the file icons below those buttons. Then you can update the event.
To insert old file from the media, please click on ‘Manage Files’. It will open a pop-up. Please take ‘Media Library’ tab on that pop-up. Then expand the file you want to add (by clicking show link). Please click ‘Insert Into Post’ button. After this, please click ‘Update Files’ button. It will list the uploaded file icons under those buttons.