The FTP protocol employs a pair of connections between the client and server. Connections to the FTP server are initiated over the command and control channel which is established from an arbitrary port on the FTP client machine to (usually) port 21 on the FTP server machine.
Next, a second "data channel" connection is created. This is either made from the FTP server's port 20 to a client-specified port on the client machine (in the case of Active FTP), or from an arbitrary port on the client machine to port 20 on the FTP server machine.
In other words, the first "command and control" connection of an FTP session is made from the client to the server (to port 21 by default) then the second connection, as specified by the commands carried over the first connection, is made either the client to the server, or back from the server to the client.
Please see our port 21 page which discusses the FTP protocol and the relationship between ports 20 and 21 in much greater detail.
Trojan Sightings: Senna Spy FTP server