"Upload" does not work in embedded browser

I am currently moving from FCKEditor to CKEditor.
I have a concern with images and files handling: with FCKEditor, the embedded browser had an "upload" tab that allowed to select a file from the desktop and upload it in the editing area, without the need for anything else.

This feature seemed to have gone: in the CKEditor configuration, one can only chose an external browser, including the commercial CKFinder.
When validating the CKFinder default choice, the upload tab is there, but the upload does not occur.
Am I missing something? Could it be a way to incite users to buy CKFinder?

Note that the other options do not work for me, I am using File Framework which is not supported