1. Open up FileZilla and click on File -> Site Manager
2. Click on the "New". Set up your FTP connection as usual.
Account Name: Whatever you want to call it to identify the Account
Host: ftp.yourdomain.com ("yourdomain.com is your actual domain)
User: your cPanel username
Password: Your cPanel Password
3. Next, choose the connection type "FTP over TLS" from the FTP connection drop-down list.

When you connect, you may see a certificate message to accepted the server's certificate. You can click OK and opt to trust the certificate for future sessions. Once connected, you will see awelcome message from the FTP server in the log that shows at the top of FileZilla. It will look like this:

220---------- Welcome to Pure-FTPd [TLS] ----------
220-You are user number 1 of 50 allowed.
220-Local time is now 00:53. Server port: 21.
220-This is a private system - No anonymous login
220 You will be disconnected after 15 minutes of inactivity.
AUTH TLS
234 AUTH TLS OK.
PBSZ 0
200 PBSZ=0
USER cPanel-username
331 User b1419 OK. Password required
PASS (password not shown)

Congratulations, you have successfully connected to the FTP server using FTPS over TLS.