You hit 'open connection' make sure ssh is the selected connection type , then input the i.p. address, username & password. http://trac.cyberduck.ch/wiki/help/en
It might be best for you to have your friend guide you through the does and don'ts, given you're not so familiar.
Also reading the Linode library might help you (if your host provider runs Linux): http://library.linode.com/ And although it's specific to their VPS set up and configurations, it's still a Linux machine so you can learn quite a bit.
