Since you're using the AT interface for this, the modem is doing all the protocol work so you need to know what the modem is capable of (it looks as if it supports an FTP AT extension) and ideally you would also have examples showing how to use them. You will need to select the operating mode (active/passive) and the transfer encoding (text/binary) and you might need to do this at the right point in the command sequence.
FTP is a text-based protocol and most text-based FTP clients have a command syntax that maps pretty directly to the FTP protocol. I would expect to find that your AT extension does too. That being the case I suggest you look for an AT command sequence that will get data from the FTP server without requiring a file transfer - such as changing the directory, and listing files in that directory, to confirm you're able to talk to the FTP server at all, before you start trying to transfer files. Hopefully the modem will come with examples showing how to do that sort of thing, but if not then trial and error will take you a long way once you know the set of FTP AT command extensions and can see how they relate to the FTP protocol. You will probably find it useful to have a play with a command-line FTP client so that you can see how simple the protocol is. It is only the commands for transferring files that need the data connection so you can do quite a lot just using a telnet client to connect to the FTP control port and typing the FTP protocol commands in manually so you can understand exactly what's happening over the wire.