No, there is no need to change it from the default port 21, unless your ISP or some firewall that you can't control is blocking that port. Via a web browser like Internet Explorer, just enter in
ftp://*your site address*/ , replacing the stars and in between text with your site address, then when it says a connection could not be established, if you are on Windows, right click the window and select log in as... , then log into it using your cPanel username and password.
Also, has your account been created yet? That might explain why you can't connect.