While small websites can be built and stored locally, for the real deal, you’ll need to get web hosting. And, once you’ve paid for web hosting, you’ll need a way to get your files from your computer to the host’s server. Often times the hosting company will provide some limp FTP client as part of their back-end web-interface. There are alternatives.
In this video (also appears below), learn what FTP is, how it’s used, and what (free) FTP clients might be best for you.