Safety issue: accessability of all folders

Hi, I just sent a- rss-feed-newsletter around which contained a video. Not entirely surprisingly the video does not show up in the mail - just the link.

As I was testing this, I realized that each part of the folders can be accessed by anyone!

http://www.dievogelschule.com/wp-con...Verpaarung.mp4

That is http://www.dievogelschule.com/wp-con...loads/2016/03/
www.dievogelschule.com/wp-content/uploads/2016/ etc. Allowing anyone access to all contents

I frantically started pasting index.html into the most current and obvious folders. But I have a lot of folders in there as my website has been running for years.

This cannot be right. Is it a setting I have missed? A bug in the program? I am really concerned.

Thanks for your help.

Ann.