how to set file destination

It depends upon your website's server - who is hosting it? yourself? Is this website up and running right now?

If yourself:
You then need to decide what services you are going to make available, such as HTTP, FTP, SSH or whatever. You need to install and configure the appropriate systems.

HTTP: you may want to install lighttpd, or apache. there are many guides on the net on how to do this. When you are done, you can place folders in the apache root, which I believe is /var/www . Once you do that, files will be "visible" on your website.
FTP: You could try proftpd -- similar concept . (https://help.ubuntu.com/community/ProFTPD)
SSH: Install and configure sshd.

All of these are available in the repo. There are guides on how to do configure them within a simple search's reach.

if others:

you need to read your provider's instructions for uploading files -- this depends upon what services your provider makes available.

It's a comcast website - up and running now. I just want to update one page, and my previous ftp program is not working, so I thought I'd try this one, but I can't find the place to enter the comcast server.

Personally I find nautilus easier:

Open nautilus
File->connect to server -> select "ftp" and enter your details

http://www.learnwebdesignonline.com/tutorials/webhostadmin/ftp-filezilla-tutorial

and

http://www.youtube.com/watch?v=QtpIFjhbjr4