FTP troubleshooting to be able to upload custom theme

I am trying to upload a custom theme to wordpress but it won’t let me. The steps I’ve taken so far:
1. Downloaded FTP. I did this because I read that I needed to so I could upload files to WordPress.
2. This led me to FileZilla.
3. It looks like I have to have a password and username and I don’t think I set up one with Filezilla/FTP download.
4. Research tells me I need to go to the FTP file manager to create a username and password.

Am I taking the right steps? How do I locate the FTP file manager. I use windows.