The progress of the transfer will be displayed in the bottom pane.  If a firewall is interfering with the upload process this is the phase in which an error will likely occur.  Again, CuteFTP may display messages here as it did in the connection dialogue that provide some clue as to what is going wrong.

Most likely all that will be necessary at this stage is to wait.  Click the 'Next' button below the screenshot to continue this tutorial.