How do I upload to filezilla a website that I created with iweb?

From the File menu choose 'Publish to a folder'. You should create a folder somewhere convenient specifically for this and choose it when publishing to a folder: this folder should not contain anything else.

You now need an FTP program (FTP is the 'protocol' used for uploading) to upload the contents of the folder (not the folder itself) to your server: I assume FileZilla is one such? You will need the server address (your hosting service can tell you that), and your username and password for that service. You can drag the contents of your folder to your webspace, or create a folder there and drag the contents to that if you prefer.

I'm not familiar with Filezilla, but you appear to be searching in the System Library. I would have thought you needed to use the drop-down menu indicated by the arrow to find the enclosing folder for your site's folder (presumably Users/(username)/Desktop.