You can upload various file types: Word documents, Excel, PDF, audio and video files. Two things about audio and especially video files: the Console does not have its own embedded player to render them on the website and they are usually big. If they exceed 25 Mb per file, you cannot upload them in WEBSITE TAB > DOCUMENTS, but you can upload them in CONTACTS TAB > CONTACT NAME > "Client Log" tab. It is better though to generally upload your audio and video files on external dedicated website (AudioAcrobat for audio and YouTube or Vimeo for video files) and insert the links to them or the embedded player in the pages of your Console website.
Also important for communications: if you embedded the player for a video or audio material in communications (emails, newsletters, autoresponders), the clients will not be able to play them inside the message received in their inbox. Email service providers do not allow that for security reasons. You need to provide the link to those videos or audios, so that clients can click on them and be taken outside their email box to the external website where they can watch/listen to the materials.