As they told me when i first started working with unix - "Everything is a file"
That the content is a formatted report does not matter - it is all just data when read by code.
Whether from the mainframe or from the report creator, the ftp process will put the file onto some directory on the unix system. Suggest you talk with the unix admins to learn where this data should be stored. How the directories are managed on that system are completely site-dependent. SOmetimes, there are separate directories for inbound ftp transmissions. Sometimes, these are put in a "project" directory. Sometimes, in a user directory. Your support people will be able to provide guidance.