If you're unsure what your world is called, then you can navigate to the Worlds tab on the control panel. Once you have logged into FileZilla, you'll be able to see all your server files.We have a tutorial showing you how to download FileZilla: How to access your Minecraft Server files using FileZilla Once you've logged into FileZilla, you can then return back to this tutorial to follow the next step. The first step of downloading your world, is to login to FileZilla.If you're looking to upload a world onto your server instead, then read this tutorial instead: How to upload a Minecraft World onto your Server
Follow these steps to transfer your Minecraft world from your server to your computer.