In order to view or edit your Assets, you must first be logged into your website's Dashboard.
Assets are any files you upload to your site - images, pdfs, etc. They will all live in your Assets.
Each file that you upload will be categorized by where you uploaded it. So files that you upload to your Blog will be Blog Assets, images that you upload to your galleries will be Gallery Assets, and all other uploads (on single pages for example) will be General Assets.