There are a number of good FTP programs available freely on the web. Some examples are WinSCP, Filezilla, CuteFTP, and WS_FTP.
Metisentry recommends WinSCP and Filezilla, however any FTP client will work.
Microsoft Windows also includes a basic FTP command line client, which can be run by opening a command shell and running "ftp". However, this is only recommended for advanced users.