FileZilla has no native support for SSH tunelling (aka jump hosts/port forwarding).
You can setup an SSH tunnel using PuTTY from the intermediate server to the target server and connect with FileZilla to the tunnel.
See, details on port forwarding in PuTTY.
Or see a specific guide for setting up port forwarding to tunnel file transfer client (WinSCP particularly, though you can apply it to FileZilla easily).
Actually, WinSCP SFTP client has a (single step) tunneling functionality built in. So, with WinSCP, it is very easy to do what you ask for. See the Tunnel page of its Advanced Site Settings dialog.
(I’m the author of WinSCP)