Also, the Wiki has pages on using the ImportService (in code) and the Import Command Line Tool to import Alfresco format "packages" that contain multiple files and folders.
The Alfresco FTP server is started on port 21 when you start Alfresco. Simply connect an ftp client to the same server as your Alfresco server is running on and use either usual FTP Anonymous access or any valid Alfresco username/password combination. When you login to the FTP server you will see all the usual Alfresco folders (all the usual permissions etc. will apply depending on who you login as).
The web-dav interface is accessable on http://yourserver:8080/alfresco/webdav (change the servername/port as appropriate) You can drag-and-drag files into the windows explorer webdav window.