For small things, nowdays one can just connect via remote desktop, copy files in your own computer – literally select them, and right click and select copy, and paste them inside the target VM in the remote desktop – as simple as that.
If you really need the FTP route
1. downloaded FileZilla ftp server. downloaded to my local pc, and copied the installation files to the vm as mentioned above. installed in the vm like any other program.
2. Set up the fileZilla ftp server, after it is installed go to: filezilla ftpserver>edit>settings>passive mode settings>
check the “use custom port range” chckbox and enter a single port range (i used 50010-50010). We will use this port later. don’t use commonly used port numbers for this one.
3. In manage.windowsazure.com I entered into my VM management, and created EndPoints for the ftp ports to be opened on tcp (3 endpoints: ports 21,14147 – which are the default for ftp, and the port we wanted to use before, ie 50010 for me)
4. be sure to set up filezilla ftpserver>edit>users> with new user accounts WITH passwords and AT LEAST ONE FOLDER which the remote fileZilla client may acces with the permissions you choose. make it the “home dir”.
5. download fileZilla ftp client to your client machine.
6. ftp connect using the filezilla client into the remote server using the VM ip which can be found in the PUBLIC VIRTUAL IP ADDRESS (VIP) part of the vm machine management dashboard. use the user name and password you set up in the ftp server.
You might also need to set up the same ports as inbound or outbound in the windows firewall of the vm. (vm>start>administrative tools>windows firewall with advanced security)