If your host has fantastico, you will be able to set up the basic wordpress blog just from the control panel. However, you may want to use a theme.

Themes may require you to use an FTP program to upload the theme. For example, this site uses Semiologic Pro as its theme. Semiologic Pro must be uploaded to the website  public_html directory by FTP, overwriting the existing Wordpress content  because of some modifications to Wordpress.

Other themes are uploaded to the public_html/wp-content/themes subdirectory.