You need to use a Search and Replace plugin (I like “Better Search and Replace”) to replace in the database all instances of the olddomain name with the new one. This will fix media links, and anything else that has the olddomain name.
You could do it manually with some SQL queries, and going into the menu area of the new site, but the plugin will be much faster. (Backup your database first, of course. But I’ve used the above plugin on several sites without problems. )