Unable to execute FTPS MVS get using WinSCP.com

We are trying to download files from MVS to windows using FTPS.
Cmd
We get the following error.

Can't get attributes of file ''BCS0C.CPE00000.FTPD.USERS.DATA''.
File or folder ''BCS0C.CPE00000.FTPD.USERS.DATA'' does not exist.

Sorry, we do not have any expertise with MVS.
The little we know is summarized in:
Can I connect to a mainframe server? (e.g. VMS, MVS, AS/400)