Is the desktop running the appropriate software to function as a server? If so, then search this forum for FTP examples -- the IP address of your desktop will be the server and a simple PUT subcommand in FTP will transfer the data.
HOWEVER, most desktop computers are NOT configured with the software to function as a server. If this is the case for you, then what you want to do cannot be done, PERIOD. You could connect from the PC to the mainframe and transfer the data via a GET subcommand in FTP, but the mainframe MUST connect to a server to FTP data (this is a general rule, by the way, not specific to the mainframe -- FTP connects to a server, always). There are other possible solutions, of course, but FTP from the mainframe to the desktop would not be one of them.