Can't connect with FTP server

Hello.

I have installed WinSCP, I am on a new PC, and want to make FTP connection with my website so I can update the forum on it.
However I get error 405 'method not allowed' and various other problems.
Can anyone help me set it up properly?

The "405 'method not allowed'" looks like a WebDAV error. Not FTP. Maybe you have selected a wrong protocol. If you need further help, please post a session log file. And also explain how did you configure the session and based on what did you select the protocol/options you did. Did you follow any instructions provided by your web hosting?