Another way around could be using xp_cmdShell in combination of "bcp" command. If you're not famaliar with them then explore them. As a matter of fact I had utlized them for exporting data into excel files and them moving those files from my sql server machine to another machine. But in my case the destination machine was on the same domain.
I would not say "not possible" but at least I am not aware of "FTP sql Script" terminology. However the solution/idea I provided earlier is what I had implemented via stored procedures and was simply calling those procedures.