Setting up Filezilla FTP Server is pretty easy. 
Once installed, launch the Server Interface and specify "localhost" or "127.0.0.1" as server address, and keep administration password empty. 
Once done, click OK to open FileZilla FTP Server main screen.

Then Open Users from Edit menu.


Click on "Add" and then put your username and click on "OK"

Then tick on "Enable Account" & "Password" and put the password you like for accessing the FTP Server. And Then Click on "OK" and save it.



Then Click on "Shared folders" and Select your Home Folder in your specified Drive and Save it and close it.

Now, Everything is set from the servers end, Just Go to your PC, Open Filezilla Client and connect the server on Port 21 and Viola, download the files!!

 

There is one more alternate way to download files from server, Just go to ftp://SERVERIP or SERVERHOSTNAME, login and download via IDM!