As per my understanding, I think first you need to fetch the files from the FTP server and then insert them into the database.
In order to fetch the files, you will need a tFTPConnection, tFTPFileList, tFTPExists, tFTPGet and tFTPDelete components.
tFTPConnection will help you in establishing the FTP connection. With tFTPFileList, you can iterate over a set of files and with tFileExists, you will be able to check whether your required files exist in the directory or not to avoid any unnecessary errors. The tFTPGet component will help you in retrieving the files from the FTP server based on the specified filemask and tFTPDelete component will clean up the remote directory once your job is done.
After the successful retrieval of the files on your local system, you can insert your files as blobs into your Salesforce database.