First, I want to know which version are you using? if you are using trial version, so no problem.
And why did you encounter this problem? I think it was caused by WingFTP's running mode, Wing FTP Server is running with a Windows Service by default. When you trigger a event, your program will be executed, but maybe without any console window or prompt. So you felt nohing happened, that's an illusion.
If you want to see the console window, I advise you to run or install Wing FTP Server as a normal application. It will help you solve this problem.