To download from an ftp server, the easiest way is to use whichever internet browser you have and follow the links from kde.org. Then right-click on the packages you want and click save as. Then find where you want to save is and click OK. THe same as downloading from http really. You can use a console program ftp, but there's little point unless the above method doesn't work.
As for installing KDE...
KDE3.2 Alpha is only available as source at the moment. I honestly wouldn't recommend trying to install it unless you really know what's what. Your current KDE probably came with Redhat, and it will be a big hassle to install from source on top of an rpm installation. I tried a similar thing in debian, and I had to uninstall KDE first, and then install from source using a console only. And then it didn't work. If I were you, I would upgrade to KDE 3.1.4, which is the newest stable release, and is available in rpm format. If you fancy giving it a go, there is a great step by step guide at http://beyond.linuxfromscratch.org
. It's there for if you've built your system from scratch, but the compilation guides are very good.