FTP stands for File Transfer Protocol. Whenever someone needs to transfer files to or from a server, there are two ways of doing it:
1. HTTP, using some browser and net based file manager.
2. FTP
HTTP method is slow and inconvenient because ideally HTTP is made for rendering/serving web-pages. FTP is fast because it is specifically made for transferring files.
First thing is to get a FTP client i.e. a software that you install in your machine for FTP. There are various free ones like FileZilla, WS_FTP, SmartFTP, etc.
For WS_FTP, current available versions are all paid or shareware ones. If you want a little old but free version, get it from here. I use this old, free version pretty regularly. It works great and has a pretty clean interface.
BTW, if you want to see how FTP works, download one of these FTP clients and contact me by PM.
I will create some temporary FTP account for you and let you have a demo for a few days. Once you use it, you will understand how it works.
PS: For all such basic queries, google is your best friend
You will get more information than you can ever read.