I'd start with adding an FTP Connection Manager to your package. You will most likely want to create two variables in your package, User and Password and configure the FTP connection manager's expressions tab to use them. Reason being, you may run into issues with running the package via SQL Agent and you will need to supply those values via external configuration. Example 1 of said issue but it's a common problem
Click test and verify the connection manager is working fine.
Next step is to drop an FTP task on your control flow and see if you can master pulling 1 file down. That operation will be "Receive files"
While looking for a good image, I stumbled across this article and that should more than cover everything you will need to know about Using the FTP Task in SSIS 2008