To use File Sharing, you'll need a computer on the same Wi-Fi network as your iOS device. In the "Settings" screen, turn on the "File Sharing" switch, then open the http address shown below the switch in your desktop web browser (e.g. Safari, Google Chrome, Firefox, Internet Explorer, etc.). Or, if you prefer to use an FTP client (e.g. FileZilla, Cyberduck, Transmit, etc.), use the provided ftp address. Once connected, you can transfer files between your computer and iOS device.
You can also transfer files using iTunes USB File Sharing. Connect your iOS device with a USB cable and launch iTunes, select your device, you should see the "File Sharing" section under "Apps" tab. Select "Downloads" from the list. All of your files are listed and you can drag and drop them right out of iTunes.