FTP stands for File Transfer Protocol, the "language" that allows files to be moved between computers on the Internet.
Why do I need to bother about FTP? I can already download stuff using a Web Browser...
It is true that FTP programs can do the same thing as browsers in terms of downloading files, however, a dedicated FTP program is better at it... having been designed specifically for transferring files.
What distinguishes an FTP client from a Web Browser is its ability to upload or copy files to another computer. With an FTP program the HTML, scripts, graphics and other media files needed to establish a site on the World Wide Web can be copied onto a WWW server. So... If you want to publish your own web site you will need to use FTP to do it.
FTP programs are designed for file management, you can transfer files simply by dragging their icon from the FTP server window into a directory on your hard drive, much like any other file manager. FTP is faster and better at handling large files than HTTP, as the files come and go directly to and from the hard disks of both computers.
Filezilla is a free, open source FTP client. Find Filezilla at... https://filezilla-project.org/
Check for Viruses! Always scan the files you download files for viruses before you use them on your computer. See the Keeping Safe section of the Download Guide