Internet Explorer 6 is the last version that allows to access FTP server directly. If is enough to specify the ftp://hostname in the Address bar, fill the Username and password fields to get connected and start uploading/downloading files.
Read the Knowledge Base article on How Do I Access My Server Via FTP? for the information.
Recent versions of Internet Explorer open a new Windows Explorer/File Explorer page and prompt for the user login again.
Here is the example of how it looks like with Internet Explorer 10:
1. Open Internet Explorer, and specify ftp://hostname in the Address bar
2. Fill in the User name and Password fields with the FTP user credentials
3. Internet Explorer shows the FTP server root directory content and instructions on how to connect to the FTP server via Windows Explorer/File Explorer
4. Press (not hold) the Alt key on the keyboard, then click on View > Open FTP site in File Explorer
5. Once new File Explorer window is open you should specify your FTP user credentials once again
6. Windows Explorer/File Explorer shows the FTP server content, now you can manage it