Hey Raquel,

I believe you have one of few options for development of modules here.

1) If you can remote desktop connect to your Server that is hosting the website you can just deploy to the DesktopModules folder which should be somewhere like c:\home\site\wwwroot folder.

2)SFTP transfer to your server using tool such as WinSCP and credentials that should of been provided to you by server host. Then just upload directly to the Desktop Modules folder there in same wwwroot folder.

3)My Personal choice would be to set up a local development environment on your computer for developing modules against a local site. Setup process can be found here. Once your development environment is built you can develop directly against your localhost site which is better than testing against production. Once your module is reading you can build for release which will create install/source zips in your modules install folder on your machine. Then go to your production site and just install module like your would any other using the Source.zip file you just built.

For further info on module development I highly recommend the TaskManager series in http://www.dnnsoftware.com/videos Development Section.