I'm trying to get my WordPress site ready to launch, and as I've been going over all the technical and security stuff I found out if I want Jetpack to auto-fix threats that I'll need to give it remote server credentials via either SSH, SFTP, or FTP. I was going to do FTP with FileZilla. I'm following video tutorials from legit companies like HostGator to set up FTP stuff with Jetpack, and I've installed FileZilla but haven't finished setting it up because I realized I'm following these tutorials but have no fricking clue what any of this stuff actually means like what FileZilla will do with my computer, and if I even actually need to do this for my website's security.
So my question is: do I even need to do this with Jetpack for optimal website security? If yes, what exactly will having my site linked to FileZilla do to my computer (because I'm seeing A LOT of the personal files and internal computer files I have on my PC thru FileZilla. I don't want my personal non-website-related files be hooked up to this website)?
Thanks!

Jetpack doesn’t utilize SSH or SFTP from your local machine at all. Its security is designed to be a set it and forget it approach: you install and connect it and you’re all set.