See the online doc for FILENAME FTP statement (if you want to do it within SAS). Otherwise you can create a shell script with your ftp commands, which you can call from a SAS session using the X statement.
The DATA step, in general, is the source, even if there is no SET statement. Suggest you set the FILEMSGS option for more complete diagnostics. Also, you should consider sharing SASLOG output (and local/foreign FTP environments, SAS version info) for more accurate assistance/guidance from forum members -- your first DATA step should have worked fine, presuming you are able to FTP to that machine outside of SAS, with native FTP client on your OS platform. Recommend that you first confirm you are able to use FTP (native), and then with FILEMSGS set, test FTP under SAS.