Where do I upload?

I know this is a serious n00b question. But for plugins and themes, all the directions say “upload to” and I can’t figure out how to do that. I can find my directories–I just can’t see how to upload to them. I’ve looked and looked for a hint, I downloaded FileZilla because it was recommended, but I still can’t find how to make it work. My brother is hosting my blog on his site, is that why this is a problem? It’s
here http://sargemarcori.com , if that helps.