If you are looking to label entire images as belonging to a class, then you will need to upload a classification dataset. Classification datasets require images/videos and in distinct folders. Class names are derived based on the folder names.
For example, if you are uploading images of dogs, cats, and raccoons, you should have three folders.
One folder should be called "dogs" and contain all dog images.
Another folder should be called "cats" and contain all cat images.
The third folder should be called "raccoons" and contain all raccoon images.
If an image contains multiple items (e.g. a dog and a raccoon), it may make more sense to approach this as an object detection problem.