Using an FTP client to upload files
From Joomla! Documentation
Since many hosting companies do not allow their users shell/local access to their files, users wishing to send (upload) new files to their hosting space must make use of a File Transfer Program. FTP clients allow users to upload files that have been locally edited to a server. There are a variety FTP clients available and this chart nicely details the strengths of numerous popular programs, many of which are open source and/or free to download.
If you are using Firefox, may we suggest FireFTP as a useful add-on.
You may want enable the display of hidden files so that you don't lose your .htaccess file (on a linux box) when you upload.