I have been asked many times about how to use FTP (File Transfer Protocol) to upload and download files in Windows. Here are four simple steps that can be used with Windows 7, Windows Vista, and Windows XP to transfer files via FTP. These steps use the windows native FTP capabilities, which means you don't have to download or install anything.
Note: In Windows 7 I cannot see the folder tree on the left in Windows Explorer, but I can get around the server by clicking folders in the right window or by clicking "up." If these steps do not work for you, try the alternative methods at the end of this post.
Step 1: Click the Windows Start Orb
and then click on "Computer"
Windows XP Step 1: click the Start Button
and then click on "My Computer"
Step 2: Enter the FTP address into the Windows Explorer Address Bar
Step 3: If a window opened asking for a user name and password skip to step 4.
Choose Login As... from the File menu. Windows 7 may require that you to hold the Alt key when clicking on the file menu.

Step 4: Enter your user name and password into the appropriate fields, then click the log on button.
Click and drag files from your "Documents" folder (or other location on your computer) to the FTP window (we opened this window in the four steps above). This is the same method that you use to move a file from one folder to another on your computer.
Click a file in the FTP window and drag it to your "Documents" folder.
I recommend a FTP client, such as FileZilla, for transferring large volumes of files.
If you find that Windows 7 has issues using the native FTP functionality it might just be easier and faster to install FileZilla. That thought aside, here are some alternative methods for using native FTP in Windows 7:
To do this, right-click an open area on the desktop, point to New, and then click Shortcut. In the text box under "Location of the item:" enter the following, and replace the text as needed using the code key below.
C:\WINDOWS\explorer.exe /n, /e,
ftp://username:password@ftp.website.com/Code Key:
username = replace with your username
password = replace with your password
ftp.yoursite.com = replace with your FTP server
Redmond Pie has a tutorial on mapping a network drive to the FTP server. Taimur also points out that builds of Windows 7 (up to Build 7057) have FTP support disabled or broken. Taimur goes on to state that starting with build 7077 the native FTP support has been fixed.