I think the OP 'meant' - how do you connect to the FileZilla server included in XAMPP with the cuteftp client?
Answer: if the machine is 'local' (you are at it) - you don't need a client to connect, just use Windows explorer to move/copy files.
If you are working on your LAN - use the local IP address of the machine XAMPP is installed on.
If you wish to access from Remote, you will 'probably' connect via the IP address of your Router. You will probably need to set up port-forwarding to do that.