There are many ways to connect to FTP servers for file downloads.  Filezilla is a good tool for this.

You can download filezilla from here

Click on the Download FileZilla Client button to download the latest version.

To use you must have the the FTP Server Name or host, user ID and password to connect to the remote FTP server.

Filezilla documentation is here 

The simplest method to use Filezilla is to complete the fields for Host:, Username and Password and clicking on Quickconnect should connect you to must FTP servers.

You shoudl have 2 pane in the lower half of the screen.  The left side will be your machine and drives and the right side will be the remote's FTP site.  You should be able to drag and drop from on to the other.