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When you connect to your web hosting account using cuteftp, you could see a listing of folders, or no folders at all; it depends on your web host.
The web root just simply refers to the folder you are supposed to drop all html/php files to be displayed to the public. Since I don't know the folder structure of your hosting account, I can't say where exactly you need to put these files.
Something like this is generally spelled out for you by your web host. You may want to check the FAQ section of your web host's site to see if they explicitly tell you what the folder name is. Alternatively, you could just post back here with what you see when you connect to your hosting account.