The contents of current directory on your local computer are visible in the Local View pane of the file transfer window. By default, Local View displays the contents of your local home directory - usually your Windows desktop. You can change the home directory on the Local Favorites page of the Settings dialog. See Defining Local Favorites.
Files that are marked as hidden (i.e. not by default displayed in Windows Explorer) can also be displayed in the Local View pane if you have selected them to be shown on the Global Settings, File Transfer page. The size of gigantic files (over 4 gigabytes) is not displayed correctly.