FTP is a 'protocol', just like http. It just tells the computer.. "oh, thats how I talk to this other computer". FTP is basically the way to transfer files from one computer to another, but its NOT the only way.
The important thing to keep in mind is what your website host allows you to do. Some hosts don't allow you to use FTP, and restrict things to their own means of transferring files. So the first step here is to check your host's FAQ list. If they provide ftp, they will list the name of the server to ftp to (usually ftp.somehost.com with ftp at the beginning.) You MUST know this. If they require something else, it should be clearly explained on their website how to use it. The key is to know how to communicate with YOUR host. If you have questions about your hosting service, its usually best to ask them.
If you still need to ftp, a ftp program will help. There are tons of these programs, so a good idea is too look around to find a one that you like. Two popular programs on windows are WS-FTP or cuteFTP. Mac users traditionally used Fetch, but Transmit is now popular.
FTP is really a UNIX command line thing at heart, but these programs allow you to use it much more easily.
if you really want to know more about FTP, try googling for a FAQ.
here's one
http://www.faqs.org/faqs/ftp-list/faq/