I have installed these modules:
When I try to add an image field, I have no widget for Media like there was in Drupal 7.
I also tried to add a reference to a media, but it doesn't seem to work.
What am I doing wrong?
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What you got can do what you want, but it requires configuration and without a UI it's quite hard.
You might want to try adding the file browser module, which uses Dropszonejs to create a nice file browser widget. I have tested it out and it seemed to work just fine, but it wasn't quite mature enough for what we wanted to do at the time.
You have to add new references field (other) and select media. Now you can select media or create per Entity browser :)