From the main page in CPanel, click on the Web Disk link. This can be found under the Files header.
Web disk allows you to more easily transfer files from your website to your computer. You are able to drag and drop files as if your website were just another folder on your computer.
Enter in the login details you would like to use for this service, then click Create.
To use this account, click Access Web Disk from the main Web Disk page.
Select the operating system you use on your computer, then click Go.
Save the shortcut to your computer. Now, to access web disk, all you need to do is double click the shortcut.