Unsecured FTP connection, how to fix?

Question

FTP

Hello everyone,
Disclaimer: I'm not very good at site administration and I'm bad at many points, otherwise I wouldn't post my problem here :)
As stated in the topic, I have a problem on every connection when I run Cyberduck for in order to make changes on the site, the window looks like this https://www.dropbox.com/s/6sh1gpxut0k0uzm/Screensh...
I don’t fully understand what the point is, but the word unsecured made me think that it’s better to ask you what it is.
And there is also a secondary question, to which I could not find a clear answer, Bonjour notifications constantly arrive, with various wordings ending in -SFTP, can you tell me what they also mean?