iOS devices do not have a shared "Documents" folder the way your computer does. There isn't a central shared location for all apps to save and store files.
FTP On The Go includes its own file storage area. Storing files in the Saved Files tab in FTP On The Go will let you edit, view, upload, etc. There are several different ways for you to get files into the Saved Files tab.
Easy, you can download any file from an FTP server, either by viewing or editing
(in the upper right corner) or using the Download button (down arrow with a circle around it).
You can also download from the Web View tab, tapping the "download" toggle button in the upper right corner. When that button is active, anything you tap in the webpage will be downloaded to the Saved Files.
From Other Apps
Many apps, such as the Email app, allow you to "Open In" so you can send a file to be opened in another app. FTP On The Go will appear in these lists, and files you send will appear in the Saved Files tab.
For Email, tap and hold down on a file attachment, and the Email app will show the "Open In" menu. Also, for many document file types (doc, xls, pdf) when viewing the file in the Email app, the "Open In" menu button is in the upper right.
On the Settings tab, you can turn on so FTP On The Go shares your Saved Files using either a web server or FTP server or both. Then from a computer, you can view and add files using your web browser or another FTP client. More Information.
When your device is plugged into your computer with a USB cable, you can add files using iTunes. Select the device in the left side, then pick the "Apps" tab at the top. At the bottom of the window it will show the apps that share files with iTunes.