Copy the sample FTP procedure from hlq.SEZAINST(FTPD) to your system or recognized PROCLIB, such as SYS1.PROCLIB, and change the data set names to suit your local configuration.
For example:
set //SYSFTPDD DD to TCPIP.MSYS(FTPDATA)
set //SYSTCPD DD to TCPIP.MSYS(TCPDATA)
set the RESOLVER_CONFIG environment variable to TCPIP.MSYS(TCPDATA)