FTP, or File Transfer Protocol, is a client-server protocol for transferring files. It is one way to download files, and the most common way to upload files to a server.

An FTP client is a program which can download files from, or upload files to, an FTP server.

You may need to use an FTP client to upload your WordPress files to your web server, particularly if you use a hosting provider.

Reference http://codex.wordpress.org/Glossary