The media are channels of communication - radio, tv, cinema, newspapers, social media, discussion boards, even text messages and WhatsApp groups. Think of the jokey reference to the medium of interpretive dance
.
It's unusual to use the word in a singular form - people would be more likely to say 'type' or 'channel', which mean pretty much the same thing, or just refer to the medium itself, and say 'tv' or whatever, but when talking about 'the media', as in ways of getting messages across, they are referring to several media (or mediums, if you like), so use the plural.
The terms are used in advertising, but are also part of broader Communication Theory, which is used to describe various ways of passing on messages.