The prompts and uploads for college-specific essays will be in the application itself (please see Where to find topics for college-specific essays 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 essay, or any other documents or samples of your writing you want to save, you can place them in your Locker, as files. From there, you can attach the item to your application when you get to that section.
See Add and remove files in my locker for instructions on adding media (such as personal essays) to your locker.