Can't you just download the file to the computer that had Filemaker and then import it the normal way?
Otherwise try hiting "remote" when you choose "File" - "Import Records" - "File"
But I have my doubts if that will work.
Importing records from a file depends on the port that accesses the file.
If the file is on the computer or an external hard drive whether a USB, Firewire, NAS, shared network drive the port is not relevant.
Some remote storage sites can be mounted on the desktop [WebDAV] and files can be imported.
Some FTP clients will mount devices and folders and allow access.
Filemaker does not have FTP access built in. There are plugins that extend Filemaker's capabilities.
Troi makes one http://www.troi.com/software/fileplugin.html