Most FTP client transfers data via passive mode, the passive mode requires the FTP server open up data ports for incoming traffic. So normally you need to configure the passive port range in WingFTP and then forward those ports in the firewall/router.
When you have Wing Gateway installed in DMZ and WingFTP installed behind the firewall, it will be easy to open the passive ports without forwarding them in firewall. First, upgrade Wing Gateway into version 1.0.2+ and upgrade Wing FTP Server into version 6.1.0+, and then check on the WingFTP's option "Domain > Settings > General Settings > FTP Passive Mode > Map the passive ports automatically in Wing Gateway", and also make sure that the PASV response IP address matches the interface IP address of Wing Gateway, so normally you can choose the option "Fixed IP address" or "Get IP from a web file".
If you have 2 or more WingFTP server machines, you need to specify separate passive ports in each server, for example, Server A uses 1024 - 1124, Server B uses 2024 - 2124.
The last thing is, FXP should be also enabled under "Domain > Settings > General Settings > Miscellaneous > Enable FXP".