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Showing hidden files

You will probably need at some point to be able to see your .htaccess file - this is the one that controls permalinks amongst other possible things.
The way that FileZilla - and most ftp clients - works is for such files to be routinely hidden from view.

To display any hidden files (on install, WordPress does not hide any files, so doing this on a new upload will show no difference) is to select 'View' from the top menu, then select 'Show hidden files'.
The screen display will refresh and anything hidden should come into view.

There is a way to get FileZilla to do this automatically - go to the Site Manager and go through the 'Advanced' options to see just what else you can configure.