Copying Concrete5 files to my computer

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I seem to be missing a piece of the directions on how to get to my concrete5 files so that I can download them to my computer and use FTP to get them to my new host. I have all the proper information to get into my host and have already tinkered with that a bit, but I haven't the slightest how to get to the files created by the add-ons I have purchased/downloaded and work I have done. Can someone please give a COMPLETE step-by-step process for this.