FTP or File Transfer Protocol is a commonly used protocol for exchanging files over a network. There are two computers involved in an FTP transfer: a server and a client. The client computer can upload (move up to the server) or download (move down from the server onto their local computer) files. You generally use FTP software to make ftp'ing easier.
Here are some links that hopefully will be of assistance in learning the ins and outs of file transfer protocol (ftp).