To add an activity or a resource to your course:
A list of available activities and resources are listed on the left hand side of the activity chooser. Clicking on to a specific activity or resource will cause the relevant help file to be displayed on the right hand side.
Without the Activity Chooser
Older courses may not have the activity chooser enabled by default (as it's a relatively new feature). Alternatively, you may simply prefer not to sue it (and may have disabled this feature).
To add an activity or resource to a course that doesn't use the activity chooser:
Resources tend to be for the delivery of static content whilst activities generally encourage student interaction of some description
Enabling/Disabling the Activity Chooser