What is the code page being used by the source system?
What is the code page you want to use on z/OS?
You will probably need to define (if your site support group has not done so for you) a TCP/IP Translate Table to convert the source code page to the destination code page, and then you will have to specify the code page to use with the FTP. The information to do this is discussed in the Communications Server bookshelf and the Configuration Reference manual specifically.
And note that, unless your TSO session is modified to use the same code page, the data in the transferred file may not look like what you expect. This does NOT mean that the data is "corrupt" but merely that you are not displaying it with the correct code page.