FTP stands for File Transfer Protocol, it's a method of transferring files from one place (machine) to another.
In a nutshell to utilize your free web space you will need to create your webpage/site, generally this would be done on your home PC, from your home PC you would then need to copy the files from your home PC onto the place where your free web page/space can present them to the universe. FTP is the method commonly used to do the copying.
There are a fair few free FTP clients available on the 'net. I've not done anything of that nature for a while so can't really recommend what the best/easiest client is right now. Google should give some indication of what's out there.