Insert Image into Page

I’m having issues adding an image to a page in my WordPress site…

I ahve created a page, and clicked on “Add Media”, then uploaded the file from my computer. It is now in a list of my Gallery. However when I click on “show” in that gallery window, nothing happens…

More importantly, how do I get the actual file to show on my page?

Thanks, I know I must be missing something very simple…
InterFX