The FTP option on DLS is somewhat misnamed. It means using the DLS option to download each individual asset (or pack) manually as a CDP file using your normal web browser program. Unlike the normal DLS system, dependencies are not downloaded automatically and nothing is installed automatically. To install a downloaded CDP file, use Windows Explorer to view the folder on your hard disk which contains the file, and double-click the file.
True FTP, using an FTP client program such as Cute FTP or FileZilla, is something else.
John