Oddly enough there are no built in cmdlets to deal with FTP. I'm not sure why the PowerShell team made that decision but it means you'll have to rely on using .NET code, a third party script/module/snap-in or a Win32 program such as FTP.exe as others have already answered with.
Here's is an example of downloading multiple files (binary and text) using .NET code:
$files = "Firefox Setup 9.0.exe", "Firefox Setup 9.0.exe.asc"
$ftpFolder = 'ftp://ftp.mozilla.org/pub/firefox/releases/9.0/win32/en-US'
$outputFolder = (Resolve-Path "~\My Documents").Path
foreach ($file in $files) {
try {
$uri = $ftpFolder + '/' + $file
$request = [Net.WebRequest]::Create($uri)
$request.Method = [Net.WebRequestMethods+Ftp]::DownloadFile
$responseStream = $request.GetResponse().GetResponseStream()
$outFile = Join-Path $outputFolder -ChildPath $file
$fs = New-Object System.IO.FileStream $outFile, "Create"
[byte[]] $buffer = New-Object byte[] 4096
do {
$count = $responseStream.Read($buffer, 0, $buffer.Length)
$fs.Write($buffer, 0, $count)
} while ($count -gt 0)
} catch {
throw "Failed to download file '{0}/{1}'. The error was {2}." -f $ftpFolder, $file, $_
} finally {
if ($fs) { $fs.Flush(); $fs.Close() }
if ($responseStream) { $responseStream.Close() }
}
}