IF you have installed your application locally, and then upload it from there it will prevent that you setup your connection as the connection file that is created is also uploaded. You can start that by changing your destination in the url to _lib
Then the menu to define the connection will come up.
If uploading is not going well then there’s some mismatch between your host and your ftp client. Sometimes it requires some security setup (SFTP) , sometimes just ftp. Sometimes you need to use passive mode. Which FTP client do you use? I had trouble using Filezilla which suddenly tried to ftp over tls by default causing all kind of trouble.