Occasionally, you need to update something other than your content (database), like the style sheets, or new code levels.
FTP stands for File Transfer Protocol. It is pretty much the standard way to move stuff (files, code, style sheets, etc.) to your site. This is not how you will create content; that goes into the Drupal database.
Now, the postings on the Drupal site will tell you to get a fancy FTP program. If you are at least on Windows 2000, there is absolutely no need. You can do it with Windows itself and it will look just like another older and you can drag and drop. I find this process to be easier if you use Internet Explorer than some of the other browsers.
In your "Address" bar for your browser, enter
ftp:username:email@example.com where username is your user name at your site (not Drupal), password is the password for that username, domain.com is your site's domain name (without "www").