In order to set up an FTP client you need to:
Let's take FileZilla as an example
Follow the link and you will find yourself on FileZilla download page
Choose the type of operating system and its version and download, then install it.
After installation open the program, to connect to the device you need to enter in the host a known address of the device (for example http://address.com) or IP address (192.168.1.1), enter password and port and press the Fast connection button
not to enter this information constantly you can save it by going to File/Site Manager or by pressing Ctrl+S, then press new site and in the host field write address without prefix http, https or IP address and its port, then press OK