I am not sure that FTP will work to hold an open data connection. It seems more geared to gets, puts and file management stuff. However if you have the IP address and assuming you have the necessary permissions, keep in ming that firewalls can be a problem, etc. If those are worked out you should be able to connect to the datasoure directly. Kind of like you do if you have a separate database server in your business and use an IP address to connect to that server.
If all you want to do is locate the database location, FTP certainly can read files and directories.
As a different method, a few weeks ago someone, on the forum was using VPN to connect to the datasource and run reports. I dont recall the details but my recollection is that they were able to make work and were happy with the outcome.
I use the IP connection method all the time, but cant speak to the others. Perhaps someone will be able to offer other solutions to remote datasource connections.
Regards,
John W.