To chmod a file means to set certain permissions.
By default, all files uploaded to the server automatically have permissions set to 644. The setting 644 is relatively safe, as it provides "Read" and "Write" access to the owner, while limiting the rest of the public to "Read Only" access.
Few of the most common chmod commands are 775 and 777. To chmod a certain file or a category using FTP client find something like "Change File Attributes" or right click on the file/folder and enter the chmod command script instructions tell you.
WARNING! Setting permissions on files is a relatively simple task, however MAKE SURE you fully understand what it is you're allowing the public to do with your files. For example, some less experienced users often make the fatal mistake of simply setting ALL of their files to 777. While 777 will automatically allow executing privileges, it also allows full "READ, WRITE, and EXECUTION ability to the entire world.