Hi.,
Go to dashboard > Galleries >Add New Gallery/Edit Existing Gallery item, then get into default options under the page editor section, here you need to add the images and videos from your media files as per your needs and save the gallery then have a look. Refer the attached screenshot to get a clear view.
https://www.dropbox.com/s/hu1g7ipzn2dcpby/Edit-Gallery-Humanity.png?dl=0