I’m just going to suppose that you already have the picture somewhere in your vault. Suppose that the picture is called example.png. Too add it to your note, put a ![[example.png]] to your note.
As for a video, if it’s already on YouTube, right click it, and there’ll be an option called “Copy Embed Code” Click that, and press Ctrl/Cmd-V, and iframe for the YouTube video will appear. Sadly, if your file is on your own computer, you cannot do this yet. For other video services, I’m not exactly sure. Just look for something along the lines of “Embed Code”.
You can sync your data across multiple devices with OneDrive, iCloud, Dropbox, or something like that. On the other device, once it’s finished syncing, you can safely open it.
As @sam.baron said, you should probably read the Help Vault first, accessed by clicking the “?” at the bottom left of the screen. Once you have read everything, you’ll probably have a basic understanding of Obsidian.