Once you get online with your FTP you should be able to see your blog file. From there click on it and add/remove the files. To import files all you have to do is drag it and drop it into the file. You just need your host name, your user name and your password to plug into the FTP software in order to access your theme's files.
If you don't have any experience using a ftp client, the following are some instructions on how to use one.
First off, you need to download Filezilla. Go to http://filezilla-project.org/download.php and download it.
Install it.
Open it up.
You will need to plug in your host name, user name and password along the boxes at the top.
Just think of FTP as a way to access your site as though it was part of your hard drive. You can rename files, see the path to your files, delete files and folders, and other normal file management.
Once you have logged in, you will see a screen similar to this:
* The very top window shows your connection status.
* The Local Site windows (mid left) shows the directories and files (bottom left) on your computer.
* The Remote Site window (bottom right) shows your blog site, where you can upload your files.
* The very bottom window shows the status of the files as they are uploaded or downloaded
How to Upload a File
* Locate the file you wish to upload by first clicking on the directory it is in, then by finding it in the list of file names.
* Select the file by clicking on it with the left mouse button.
* Hold down the left mouse button and drag the file over to the Remote Site (again, at right side), then release.
This was advice passed to me by my website provider, Creative Motion Design. I hope it helps someone else!