You now need to connect to your website via FTP, and decide where you want your forum to reside. If you want the forum to be the first thing shown when you go to www.yoursite.com, then upload the contents of the phpBB2 folder (not the folder itself, just everything inside of it) to yoursite.com when you connect.
If you want your forum to be in a sub folder (for example www.yoursite.com/forum/) you must first create the folder (the folder would be called 'forum' in our example), and then upload the contents of the phpBB2 folder into the new folder on your server.
Be sure when you upload that you keep the structure intact. This means that all subfolders and files stay within the main or subfolders they currently are. Just select the whole group of files and folders, and transfer them all as-is.
Depending on your internet connection, this may take awhile... there are many files to upload.