It’s much more difficult now that wordpress 3.5 is out.
if you click on add media, above the main description field, and then use the dropdown in the upper left corner of the main window
change it to “uploaded to this post” you’ll see what is associated with this product
to add more, just upload pictures to the media library from this window and you will see them show up under the “uploaded to this post” section
then they should show up as gallery images for the product
I’m hoping that the developers of woo-commerce will recognize the poor setup here for the new version of wordpress and will build us a way to create a gallery in the product fields.