That is something of your own personal choice. You can either use the inbuilt File Manager, which is a browser based upload tool available in your hosting control panel, or you might decide to use the inbuilt upload facility built into your web design software, or you may opt to use a dedicated FTP tool, (most popular) such as www.cuteftp.com.
There are several options, and the choice really is yours.
Your FTP details are always available on the front page of your hosting control panel and remember you will need to unlock your FTP account to be able to connect to the server and upload your files.