You see local files and folders in Local Drives in the Local Pane that can be switched between the Site Manager and Local Drives. The Local Pane is on the left side of the CuteFTP Pro window.
Make certain there is a check mark on the View menu next to Local Drives & Site Manager.
To add or remove a check mark, click View > Local Drives & Site Manager.
Click the Local Drives tab at the bottom of the left pane.
Or
Remove the check mark from the View menu to hide the Local Drives pane.
Warning: Hiding the Local Drives Pane will hide the Site Manager as well.