You can download files from your website to your Computer using FileZilla Client.
Maybe you are a web designer, or you have an index file and want to upload it to your site. You can follow this tutorial to upload your web site files on your hosting account.
You can create or remove directory on your website using the FileZilla FTP Client.
You can access your FTP Account using the FileZilla FTP Client or any FTP Client.
Installing the FileZilla FTP Client on Windows OS is easy. Just follow this tutorial.