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Please read these docs to get an understanding of the systems involved:
By default, Django stores files locally, using the MEDIA_ROOT and MEDIA_URL settings. The examples below assume that you’re using these defaults.
However, Django provides ways to write custom file storage systems that allow you to completely customize where and how Django stores files. The second half of this document describes how these storage systems work.
In short, you create a media directory and define MEDIA_ROOT – this works on a VPS and generally any site hosted on a single server.
On distributed and auto-scaling systems like AWS, you can use django-storages to store the media on S3 so all your instances have access to the same files. There’s a rather detailed tutorial available here.