A PC by default isn’t configured as an FTP server, so your AS400 can’t easily FTP the file.
There are ways to make your PC an FTP server. using FileZilla or CUTE FTP. You can also activate IIS services on the PC so it can function as an FTP server.

BUT THIS ISN’T what you should be doing.

You should direct your AS400 to a properly configured server.
FTP server or File server with IIS or FTP services.

That’s going to be a more secure and static configuration.

AS400 centric method:

Use the IFS on the AS400.
Create a file share on the IFS and dump your files there.
Then from your PC you can map a network drive to the AS400 and easily retrieve the file.

Good luck