Dependant on which operating system you run you may or may not have a built in FTP client
For example all of the most recent versions of Microsoft Platforms (Windows 2000, Windows XP, Windows Vista, Windows 7) allow you to use FTP through Windows Explorer
Linux, I honestly have no idea, but I have just run a test in Gnome, and it just opened it in Firefox so I reckon Linux will require an FTP Client
Personally I reccomend CoreFTP, I have been using it for a long time now, and have bought the Pro version, but there is a free version, which has no limitations, except a 3 second wait on startup (of program)
IN WINDOWS
Open up Windows Explorer, Can be found in Accessories, or Start > Run > explorer.exe > Enter
In the address bar type ftp://yourdomain.com

Then in the blank space below right-hand click and select "Login As"

You will get a dialog box pop up and ask for your credentials, enter the same credentials, you used to login to cPanel X

You will then see your hosting account

You will need to double click on the public_html folder, as this is where your website files are stored
You can then delete all the files in there as they are created as examples by cPanel

You can then upload your own content, make sure (unless you change this in cpanel) that your home page, is called "index.html" or "index.php" etc.
IN LINUX OR COREFTP
Download CoreFTP from ftp://ftp.coreftp.com/coreftplite.exe or http://www.coreftp.com/download.html
Install it using the settings you want
Open Up CoreFTP and you will get a screen like this

Where it says "New_Site" highlight that and replace it with a name that you will know is your site (your domain name is a good way to go)
In the second box down (Host /IP /URL) enter just your domain name so "www.icehosts.co.uk" would be "icehosts.co.uk"
Enter your username and your password (the ones you use to login to cPanel with)
Leave the other settings as they are and hit connect

You will then see the following

I had to resize the image, Sorry, I guess haveing a big screen isn't always good! - For a full image http://www.support.icehosts.co.uk/tutorials/images/coreftp%20connected.jpg
As the above instructions say, double click on "public_html" and delete the files inside
You can then get on with building or uploading your site
Have a play with CoreFTP, it has lots of functions.
We have a different board for html help so please dont post it here
Admin