Load up CuteFTP and select the File menu and the New > FTP Site... or press Ctrl + N.
You should fill in the following:
Label: This is just a reference for yourself.
Host Address: ftp.yourdomain.name (change to the domain you with to use).
Username: This will be your FTP username.
Password: This will be your FTP password.
Click OK.
N.B. If you are unsure of your username or password, they can be found within the FTP Logins > Manage section of the control panel (http://cp.xcalibre.co.uk).