Data Transfer - Please Help!

We are really hoping someone can help us out.

We recently changed servers for our web site. Unfortunately, none of our data transferred over to our FTP account with hew new server.

We were lucky enough to recover all of the data from our old host in an old FTP account. However, we do not know how to transfer over all of the data, as the new server says we need to save it to our computer but we do not know how.

Can anyone PLEASE give us detailed directions on how to save all of the data from our old FTP account to our new one so we can re-open our site? Any help will be greatly appreciated.

Thank you so much in advance.