Unfortunately because of the way apps are sandboxed in iOS, transferring files between them isn't really possible, unless the developers of the program have included some of that functionality. Effectively, each app has it's own folder on your iPad, and no other app can access the files within. It sounds silly, but it's a big part of security in iOS.
If you want to play media from an FTP server, you'll most likely need to get it with a player app that supports FTP (it looks like viPlay might, although I don't know if that's just the paid version, or the Lite version as well).