Uploading images/files - how to?

I can't find anything on how to setup image/file uploads using FCKeditor. When trying to insert images, I go to the Upload tab, select the file, send to server - nothing happens. Where do I configure this as I haven't done anything extra to get this setup?

I've tried setting up CKfinder, but I continually get 404 messages when I go to "Browse Server". I've setup the URLs for FCKConfig.LinkBrowserURL, etc.