The following function shows how to connect to a ftp server and download a file

{ 
  The following function shows how to connect to a ftp server 
  and download a file. 
  It uses the functions from wininet.dll.

  You need a ProgressBar to show the progress and a Label to show progress informations.
}

uses
  WinInet, ComCtrls;

function FtpDownloadFile(strHost, strUser, strPwd: string;
  Port: Integer; ftpDir, ftpFile, TargetFile: string; ProgressBar: TProgressBar): Boolean;

  function FmtFileSize(Size: Integer): string;
  begin
    if Size >= $F4240 then
      Result := Format('%.2f', [Size / $F4240]) + ' Mb'
    else
    if Size < 1000 then
      Result := IntToStr(Size) + ' bytes'
    else
      Result := Format('%.2f', [Size / 1000]) + ' Kb';
  end;

const
  READ_BUFFERSIZE = 4096;  // or 256, 512, ...
var
  hNet, hFTP, hFile: HINTERNET;
  buffer: array[0..READ_BUFFERSIZE - 1] of Char;
  bufsize, dwBytesRead, fileSize: DWORD;
  sRec: TWin32FindData;
  strStatus: string;
  LocalFile: file;
  bSuccess: Boolean;
begin
  Result := False;

  { Open an internet session }
  hNet := InternetOpen('Program_Name', // Agent
                        INTERNET_OPEN_TYPE_PRECONFIG, // AccessType
                        nil,  // ProxyName
                        nil, // ProxyBypass
                        0); // or INTERNET_FLAG_ASYNC / INTERNET_FLAG_OFFLINE

  {
    Agent contains the name of the application or
    entity calling the Internet functions
  }

  { See if connection handle is valid }
  if hNet = nil then
  begin
    ShowMessage('Unable to get access to WinInet.Dll');
    Exit;
  end;

  { Connect to the FTP Server }
  hFTP := InternetConnect(hNet, // Handle from InternetOpen
                          PChar(strHost), // FTP server
                          port, // (INTERNET_DEFAULT_FTP_PORT),
                          PChar(StrUser), // username
                          PChar(strPwd),  // password
                          INTERNET_SERVICE_FTP, // FTP, HTTP, or Gopher?
                          0, // flag: 0 or INTERNET_FLAG_PASSIVE
                          0);// User defined number for callback

  if hFTP = nil then
  begin
    InternetCloseHandle(hNet);
    ShowMessage(Format('Host "%s" is not available',[strHost]));
    Exit;
  end;

  { Change directory }
  bSuccess := FtpSetCurrentDirectory(hFTP, PChar(ftpDir));

  if not bSuccess then
  begin
    InternetCloseHandle(hFTP);
    InternetCloseHandle(hNet);
    ShowMessage(Format('Cannot set directory to %s.',[ftpDir]));
    Exit;
  end;

  { Read size of file }
  if FtpFindFirstFile(hFTP, PChar(ftpFile), sRec, 0, 0) <> nil then
  begin
    fileSize := sRec.nFileSizeLow;
    // fileLastWritetime := sRec.lastWriteTime
  end else
  begin
    InternetCloseHandle(hFTP);
    InternetCloseHandle(hNet);
    ShowMessage(Format('Cannot find file ',[ftpFile]));
    Exit;
  end;

  { Open the file }
  hFile := FtpOpenFile(hFTP, // Handle to the ftp session
                       PChar(ftpFile), // filename
                       GENERIC_READ, // dwAccess
                       FTP_TRANSFER_TYPE_BINARY, // dwFlags
                       0); // This is the context used for callbacks.

  if hFile = nil then
  begin
    InternetCloseHandle(hFTP);
    InternetCloseHandle(hNet);
    Exit;
  end;

  { Create a new local file }
  AssignFile(LocalFile, TargetFile);
  {$i-}
  Rewrite(LocalFile, 1);
  {$i+}

  if IOResult <> 0 then
  begin
    InternetCloseHandle(hFile);
    InternetCloseHandle(hFTP);
    InternetCloseHandle(hNet);
    Exit;
  end;

  dwBytesRead := 0;
  bufsize := READ_BUFFERSIZE;

  while (bufsize > 0) do
  begin
    Application.ProcessMessages;

    if not InternetReadFile(hFile,
                            @buffer, // address of a buffer that receives the data
                            READ_BUFFERSIZE, // number of bytes to read from the file
                            bufsize) then Break; // receives the actual number of bytes read

    if (bufsize > 0) and (bufsize <= READ_BUFFERSIZE) then
      BlockWrite(LocalFile, buffer, bufsize);
    dwBytesRead := dwBytesRead + bufsize;

    { Show Progress }
    ProgressBar.Position := Round(dwBytesRead * 100 / fileSize);
    Form1.Label1.Caption := Format('%s of %s / %d %%',[FmtFileSize(dwBytesRead),FmtFileSize(fileSize) ,ProgressBar.Position]);
  end;

  CloseFile(LocalFile);

  InternetCloseHandle(hFile);
  InternetCloseHandle(hFTP);
  InternetCloseHandle(hNet);
  Result := True;
end;