You want to visit FileZilla website and download the FTP client firstly.
Install as a normal application and once opened you should be presented with a window like so
If you will be using FTP a lot it is worth setting up your site via Site Manager in the top left menu.
Now click "New Site"
Your FTP details can be found on the 000webhost control panel once logged on click your site then details.
Else navigate to "Settings"
Now once you've input your details, save your site in FileZilla.
Now it should be connecting.....
You can open the folder remotely public_html and this is where you upload your index.html or any files you want viewable via the public.
If you don't want them accessible by anyone then keep them in the main directory ABOVE public_html, this will prevent them from being loaded within a browser technically.
If this appears while trying to connect just leave it to retry a few times, if no aid then exit the software, re-open and try again.
Make sure Windows Firewall has an exception for the software & your personal antivirus/firewall has an exception or is disabled while using FTP.
If speed issues occur diagnose all local faults first make sure your router is correctly maintained and your DNS is up to date if possible try using a wired connection over wireless first to make sure it isn't local.
If you cannot connect 421 MAX error etc check that 4096/4096 users aren't connected in the print out from FileZilla - if there is you will need to keep trying and wait until there is space for you to connect.
Any other errors have a search of the forum or even Google it first! Most issues have been encountered before and can be resolved by 1) waiting it out 2) upgrading to premium hosting - Hosting24.com or 3) asking the community for advice on your setup.
If you have any questions or queries feel free to reply or message me directly.