CKEditor still doesn't include its own file manager, but the hooks to integrate your own uploader script or file manager are already in place, as you can check win CKFinder or any number of third party scripts that people have been writing.
Upgrading from FCKeditor
Maybe you want to use a previous uploader that you've used in FCKeditor and you are not sure about what are the differences, and the current documentation isn't clear enough for you. I'm pointing here the differences for the upload (or "quick upload") part, I might try to cover the slight differences in the "File browser" in other post.
- The file is sent as "upload" instead of "NewFile". Note that this is the value that you'll get using the default dialogs, but the name of the input is the id applied to the uiElement used to create the widget so in some situations you might get a different name.
- Some additional info is sent along the request as GET parameters: the name of the CKEditor instance, the current language code and a parameter to specify the callback function.
- The callback function is dynamic, you must read the "CKEditorFuncNum" parameter and send it back.
- There are no special error numbers in the callback function. Your script can return a url to use and a message to show to the user, both are optional so you can return just an URL that will be used in the dialog, or you can return a message that will be shown to the user, or a URL and a message (for example a warning that the file has been renamed and the new URL).
- Thanks to the message and the "langCode" parameter you can use localized messages instead of having them in English.
So I think that that is the summary of differences showing that the limitations in the previous API (hardcoded error numbers and messages, no info about the current instance...) have been fixed.
Maybe that's not enough for you, so here's an example "upload.php" file that you can use to study and adjust your code. This code doesn't save any file, doesn't include any security check, it doesn't check for errors... It's just some basic sample explaining what you can do.
If the code is deemed worth, it might be added to the wiki (for example in Custom File Browser, or creating a new article "Custom Uploader") but before doing so I would like to hear a little feedback.
I've added the missing part to save the file, use it at your own risk. Go to the new post explaining it.