FTP is File Transfer Protocol. As such, it is a definition for a mechanism to transfer files over a network.
So, there aren't any "FTP Files" since you could theoretically FTP any file.
I believe you're referring to "FTP Sites". Usually, FTP sites are maintained by businesses or individuals who would like to allow people to transfer files to or from them quickly - using FTP. Usually these sites are technical or scholarly in nature - like a computer company having update files on it's FTP site. There will usually be a link on a companies home page. Or a user might have an FTP server with MPEG or MP3 files on it available for download.
As stated, you usually have to be told of the existence of an FTP site or server. You could just "gues" however, this is the hard way.
FTP is "quicker" than using HTTP although file transfer is possible with both.
Modern browsers are capable of changing from HTTP to FTP pretty seamlessly to the user.
Older users (like me

or "power users") sometimes prefer the command line FTP which can give a little more control over the intracacies of the protocol. Some programmers have built this into GUI FTP programs such as WS-FTP.
Hope this helps.