There are many FTP clients applications out there, a client is a bit of software at your end that allows you to connect to an FTP Server and Transfer Files.

When you use an FTP Client Application you navigate yourself around the folder structure of your web site much as you do with Windows Explorer.  You can create and delete folders, upload files and delete files.

One thing you might need to be careful of is the ASCII / Binary transfer.  Most FTP Clients can determine if a file is ASCII Text or Binary Data, but if it gets it wrong then your uploaded file might not function as you might expect.

Got to google and search for "FTP Client" and you will be amazed at how many you find.