You may upload SVG vectors into the WordPress media library. Below are a couple of guidelines.
From Adobe Illustrator
Use the following command to export an SVG from Adobe Illustrator for use on your website:
File > Export > Export As… Name your file and choose SVG as the format.
Need more help exporting an SVG from Adobe Illustrator? Read this article.
SVG or PNG?
If you have raster (e.g., jpg or png) files such as graphics or photos inside your vector then you should simply export your vectors as a PNG rather than an SVG. Having raster files inside of vector files defeats the purpose and benefits of a vector. This will also help you to avoid oversized vectors.