How do you download files from filezilla server to a

[Y2Bads]

I am trying to make a backup of my websites using filezilla but I do not know how to do this. I am sure this question has been raised but I was wondering if someone can point me in the right direction. How do I download my website files from filezilla server to my computer? Plus Can I transfer all my files from one server to another using filezilla? Thanks.