Your assets need to be built and put in the right folder first. The MonoGame content pipeline will build your assets into .xnb files which a ContentManager can load. These .xnb files must be in your bin folder.
If you started from a template that is installed with MonoGame, all you have to do is add the assets to your Content.mgcb file by opening it with the Pipeline Tool (by double clicking the .mgcb file) and dropping the assets in there.
There's more extensive explanations in the Documentation and in various tutorials.
Edit: if you run into a ContentLoadException make sure to check the inner exception. It will contain more details about what went wrong.