The media are usually hosted on external sites i.e. nostr.build or satellite.earth
Or some clients like Primal offer their own media hosting within the client
I think by default nostr relays only contain text, but there are technologies being worked on like Blossom which, as I understand, is basically like nostr relays but for (encrypted) media.
PS I'm not very technical so I might off here somewhere 🙃 If I'm wrong anywhere then hopefully some more code-literate persons such as nostr:nprofile1qqsrhuxx8l9ex335q7he0f09aej04zpazpl0ne2cgukyawd24mayt8gprfmhxue69uhhq7tjv9kkjepwve5kzar2v9nzucm0d5hszxmhwden5te0wfjkccte9emk2um5v4exucn5vvhxxmmd9uq3xamnwvaz7tmhda6zuat50phjummwv5hsx7c9z9, nostr:nprofile1qqszv6q4uryjzr06xfxxew34wwc5hmjfmfpqn229d72gfegsdn2q3fgpz9mhxue69uhkummnw3ezuamfdejj7qgjwaehxw309ahx7um5wf6k2tnrdakj7qg6waehxw309ac8junpd45kgtnxd9shg6npvchxxmmd9usc5pxf, nostr:nprofile1qqsdv8emcke7k3qqaldwv956tstu40ejg663gdsaayuuujs6pknw7jspz3mhxue69uhhyetvv9ujucn0w3jhvtnnwcq3yamnwvaz7tmsw4e8qmr9wpskwtn9wvqs6amnwvaz7tmwdaejumr0dsx2l4qj, nostr:nprofile1qqsyvrp9u6p0mfur9dfdru3d853tx9mdjuhkphxuxgfwmryja7zsvhqpzamhxue69uhhv6t5daezumn0wd68yvfwvdhk6tcpz9mhxue69uhkummnw3ezuamfdejj7qgwwaehxw309ahx7uewd3hkctcscpyug or nostr:nprofile1qqsglv2qkn5dmmuhee9cy8fywfu2rfp4xd3xy0myqg2gfvmjl9yqqrqppamhxue69uhk2tnwdaejumr0dsq3qamnwvaz7tmwdaehgu3wwa5kuegpr3mhxue69uhhxun5wfjkccte9e3j6um5v4kxcctj9ehx2aqwxwwwh can correct me :)
