Bit torrent is a P2P program- think of it like Kazaa without the search for stuff function.. to get the files you need to use another site like torrentspy or torrentreactor.
FTP is file transfer protocol- think of it like using Windows Explorer on other people's computers (that's the simplest way of thinking about it i can think of) except you can't delete stuff and so on...
Connecting to an ftp is just like seremify007 said, you put in an address, and often a username and password, then you get to a part that looks a lot like lists of files in windows Explorer. You pick whatever you want from the list of files and folders (And navigate around it just like in explorer), then tell it to download and away it goes
Bear in mind though, its isnt of the same browsing nature of p2p programs, as ogmzergrush mentioned you'll need an address to connect to, so simply installing this program will not allow you to search a multitude of sources instantly etc..