if it's not jailbroken, there is not a simple way of adding apps or enabling connections. To run an ftp server, you would also need to open a port on the Kindle firewall.
My advice: Install jailbreak. Install USBNetwork and ssh in. Read a lot of posts on connections and possibilities to connect. There is no super-simple install-program-to-do-all-the-work-for-you. This is not Android. With a bit of work from you, though, you can do quite a bit. Have fun!
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