Add choice of file manager

That would most likely be part of #313497: Allow configuration of advanced editor settings as not all editors have filemanagers.

You need to look it up on each editor's official website, or just look through the source/examples.
I know that at least TinyMCE, FCKeditor, CKEditor, Whizzywig can be configured to use a file/image manager/browser.

There is at least one image browser, (IMCE) which can be made to work with TinyMCE or FCKeditor in an easy way. The settings and code needed for it to work with the editors is in, and automated by, (IMCE Wysiwyg bridge). IMCE does not interface with any editor by itself, it just writes the URL of the selected image to a textfield on the main page. The field's name is given in the query string when opening the IMCE page. The IMCE Wysiwyg brigde module has special code for each individual editor, implementing a fake native plugin and passing the correct settings to invoke IMCE with the proper field name.

In Wysiwyg module, we've only got basic support for most editors, and a bit more for the popular ones. No editor implementation so far allows all the available settings to be configured via the GUI. This is partially because this module was first made to handle only TinyMCE so the GUI is not generic enough. Editors also implement their settings in much different ways, even when the basic idea on what they do is the same. Adding a filemanager to an editor might just involve setting a string to a certain value, like the url of a PHP file. But it might also involve adding custom code, setting function references or adding external libraries, things which get a bit complex when you want your users to be able to do all this without editing files.
Until we get support for doing this in the module itself, helper modules like IMCE Wysiwyg brigde or similar custom code is a step on the way.