OK I am not an expert in computers so please dont thik that I am an idiot.
What is SSH and VPN? How can I use them? Do they take a lot of bandiwdth? Are they hard to configure?
FTP: What is its primary use? Where do people most often use it? Can I transfer using an FTP client across a LAN or over the internet to some friend?
SSH - Secure Shell to Remote Server (Typically 'Nix)
VPN - Virtual Private Network - Connecting to a remote location as if it was locally accessible (check me on this, not sure)
FTP - File Transfer Protocol - Typically used to transfer files from one location to another...
Use depends, SSH is as easy as typing ssh ip -p port into terminal, but actually being able to use a shell depends on the target system and takes experience.
Most of these protocols are bandwidth efficient that it depends on the files you're transferring, the overhead is small, but transferring a 1GB file will use up 1GBs of bandwidth.
You can use FTP for that purpose, but one of you will need to establish an FTP server on your machine.
Your questions seem to be all over the place, so you probably have another idea in mind (such as transferring files to a friend), so in that case it might be better to ask that directly