The easy way for a new user of Mandrake would be to open the Mandrake Control Center:
Start, Configuration, Configure-your-computer, type root password...
Then go to the software installation tab, and search for "wizard", then install it. This will install the wizards tab into the Mandrake Control Center, which can be used to automatically install and configure ProFTP for both intranet and Internet connections. (You have to restart the MCC to see the wizards tab after it installs)
Don't forget to open up the port (21) on your router, if you are using one, or users will not be able to get in
That's the easy way!
The hard (read manly) way would be to do it all from the command line and edit the /etc/ scripts manually...