The files are on your machine.
In Rhodes: Processing, or the chat panel
Two places to do it, and they do the same thing — same reading, same filing, same review. Pick whichever you're already looking at.
From the Processing page. Click Upload documents at the top, then drop the files in or click to pick them. (On the Documents page, Upload via chat opens the chat panel for you.)
From chat. Attach them to a message and send. Use this one when context matters — "these are the 2024 K-1s for the trust, the fund misspelled the name on two of them" gets a better result than a silent upload. The chat panel opens from the chat button (a speech bubble) at the bottom right of any page.
Either way, you don't need to say which entity a document belongs to. Rhodes works that out from the document and shows you its answer to confirm.