Most certainly it got downloaded into the directory where you were when launching ftp. That location depends on your login (user or root) and where you navigated yourself using 'cd' (change directory) statements. You don't have to be root to use ftp.
If you don't feel comfortable with a terminal ftp, then I suggest you install 'gftp', which is a graphical FTP application with all the menus and buttons that will make your life easier. You will never want to use command-line ftp again.
Another alternative is to access the FTP location from a web browser. On the commandline that would be 'lynx' (a text-only browser).
Server issues