FTP stands for file transfer protocol – this is the method in which you get files (images, html pages, scripts, etc.) off your local computer and onto your host’s machine from where your site is served.
Putting an S in front makes it SFTP and it just means that is a SECURE file transfer protocol.
To ftp, you will need an FTP client – a piece of software that you install on your computer. WordPress also has an ftp module as part of their software, but you can only use it when it is called from their scripts such as when you add images to posts, create posts, update posts, etc. If you have your domain hosted somewhere, you have to have an ftp client to access the server.
Simple and easy is probably the best way to go – you probably won’t have needs for uploading huge amounts of content, scheduling automatic file transfers, etc. – so it is probably best to just go with a free client to begin. Here are 2 that I have worked with and recommend:
http://www.coreftp.com/
http://winscp.net/eng/index.php