It would show a dialog where you could type in or paste from the clipboard a URL like ftp://some.server.com/pub/default/directory
The /pub/default/directory would automatically be entered into after connecting. If the URL ended in ftp://server/pub/dir/file.tar.gz then the file.tar.gz would automatically be selected as well or maybe just start downloading.
If the system clipboard already has a url in it then the box should be populated by default.
It should also recognize ftp://username:password@server/dir as well. In addition the dialog should provide username and password fields.