The FTP standard is not very clear on if pathname wild card patterns are to be supported by the FTP server. It strongly implies that it is the responsibility of the FTP Client to perform wild card pattern matching. If your FTP Client supports this, refer to its documentation for help.
However, historically, many FTP servers have attempted to perform wild
card pattern matching where appropriate and when it doesn't conflict
too much with the FTP standard. The MSS FTP Service will attempt
to do this for the LIST (used for directory
listings) and NLST (typically used for multiple
get) commands. The LIST
argument may be a full DCS pattern. The NLST
argument only implements a subset as defined by the POSIX
fnmatch function: the *,
? and [] patterns
(i.e. no csh-style extensions).
The MSS FTP Service does implement the recent MLSD
and MSLT commands, but as per their definitions,
do not perform wild card pattern matching on their arguments.
These commands may be used by FTP Clients to generate the
input list for wild card pattern matching of their own.
If you issue a "get *" command to your FTP Client, it may have passed something different to the MSS FTP Service that did not match anything in your current working directory. Get the files manually or see if your FTP Client has a way to change its behavior.