The error message explians the problem:
You need to be root to perform this command.
In *nix when you have to install something, you need to have the permissions to install it. The root account is a special account which is like the Administrator account in windows. So for installing anything, you need to be root.
So first login into the root account, or use sudo:
sudo yum install filezilla
If your account does not allow sudo, then you will have to login into root:
su root -
yum install filezilla
You do not need to download it first, yum will download it automatically.
What you have downloaded is the source code of Filezilla. It is used for installing Filezilla manually. It is much harder to install it like this, and you should use yum instead.