In order to stream files on-demand with a Flash media server you must first upload the files to the server using FTP client.
I would recommend that you use WinSCP because it is free.
Download link WinSCP from: here
The Flash server will only play files that have these extensions: .flv, .f4v, .f4p, .f4a, .f4b
If the files that you upload to the server do have those extensions the server will not play them.
You can use a software to convert the files to these extensions: .flv, .f4v, .f4p, .f4a, .f4b
I would recommend Free FLV Converter to do this because it is for free. You can download it from: here.
This is a tutorial on how to convert a file into a .flv file:
After you have downloaded the Free FLV Converter please open it.