The prompts and uploads for college-specific essays will be in the application itself (please see this article for information on where to find essay prompts). Each school determines which prompts they want to ask and where they would like students to upload it.
If you've written one or more personal essays, or any other documents or samples of your writing you want to save, you can place them in your locker, as media files. From there, you can attach the item to your application when you get to that section.
See this article for instructions on adding media (such as personal essays) to your locker.