How do I make an FTP connection from a module?
The information about the classes that extends FileTransfer() are returned from hook_filetransfer_info(), and altered by hook_filetransfer_info_alter(). There isn't any service to use.
As such, the code that uses that class should be similar to the following one.

$info = drupal_get_filetransfer_info();

if (!empty($info['ftp']) &amp;&amp; $class = $info['ftp']['class']) {
  $ftp = $class::factory($jail, $settings);
}


Notice that when the patch in Convert hook_filetransfer_info() to plugin system will be applied to Drupal 8.x.3, the code I wrote will probably need to be changed, if the change is not going to be backward-compatible.