Can’t enable Uploads

I don’t know what I’m doing wrong but I can’t get upload working!
What config file should I be looking at and what setting should it be set to? I’ve looked through the wp-config.php settings and can’t see anything wrong. I’ve also noticed there is no option for uploads in the Plugins section. I’m very new to WordPress (installed it last night) so forgive me if I’m being really stupid. I’ve also never programmed with PHP before although I am very familiar with ASP so have been able to navigate around the files fairly easily.
Can anyone direct me with setting up uploads with some instructions?
Thanks very much!
Si