New to WordPress – looking for help with FTP

Hello!
I’m completely new to anything WordPress and I’m having some trouble with FTP. I decided I needed it after using WordPress for a few days. To understand how to set it up I’ve read tons of tutorials, but none of them seem to be able to help me with this: how do I get my WordPress files to show up in the remote site?
I downloaded FileZilla, made an FTP account, connected – but I’m not sure what to do now. Are the files supposed to automatically show up there? Did I skip an important step? Do I need to put the files there myself?
I’m sorry if this sounds really silly, but I just can’t seem to understand!