Each site has its own Documents library.
This area acts as a repository for a variety of applicable documentation and reference material.
You can create a folder in order to upload/move your files into, alternatively, you can upload files independently as single entities.
Located to the right of each file/folder you will find three black vertical leaders dots giving you options to:
Folders can have restrictions on who can view the folders. This is controlled by selecting the Permissions option on the file. Ensure that you toggle on the Custom Permissions, then select the green '+' symbol to add a permission.
These can be restricted by Business area, so only those who have visibility of a business area will see the files, or by Usergroup, for example Compliance or Legal.