cyberduck connection failed help

I am extremely new to this as I started my own website last night. I have gotten a domain name, and have started the process with wordpress. I don't remember where, but I saw that I needed to somehow do something with the FTP through filezilla or cyberduck. Neither of them actually work. For both of them there is an error that reads "Connection failed" or "Connection timeout". Again, I am new so try to put what you have to say into for lack of a better term "dumb" words. I want to be able to understand this.