Windows doesn't come with a good FTP program built in. Fortunately you can download and install Filezilla FTP server on Windows, which is a free, highly configurable FTP server.
https://filezilla-project.org/
One of the small annoyances of it though, is that it will pop up every time you start a new session on the server via Remote Desktop Protocol.
There is an easy fix for this though!
The easy way (Version 1.0.0.0 and earlier only)
Simply go to 'Edit ' -> 'Settings ' -> ' Interface ' and Check the box 'Minimize to tray '.

The easy way (Version 1.0.0.0 and Later)
On the filezilla interface select the "Window" option then tick "Minimise to tray"

The harder way
If the easy way just does not resolve this you can do it the slightly harder way - through registry keys (You'll need to have administrator rights to do it this way).
To do this, click ' Start ' and type ' regedit '. In regedit, navigate the tree:
On ax86 System:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run\
On a x64 System:
HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\Windows\CurrentVersion\Run\
You can check the location with this script;
if (Get-ItemProperty -Path "HKLM:\SOFTWARE\Microsoft\Windows\CurrentVersion\Run" -Name "FileZilla Server" -ErrorAction SilentlyContinue) {
Write-Host "FileZilla is under \SOFTWARE\Microsoft\Windows\CurrentVersion\Run."
}
if (Get-ItemProperty -Path "HKLM:\SOFTWARE\Wow6432Node\Microsoft\Windows\CurrentVersion\Run\" -Name "FileZilla Server" -ErrorAction SilentlyContinue) {
Write-Host "FileZilla is under \SOFTWARE\Wow6432Node\Microsoft\Windows\CurrentVersion\Run\."
}
You should find a 'FileZilla Server Interface ' entry. Delete the key and that's it! This will stop the interface from popping up for ALL RDP sessions and accounts.
For example:
