Is it that only the FTP server is running Linux and the clients are running Windows or are they all running Linux?
I don't think that it's a best practice to put an agent on a server but I may be mistaken. In any case, I don't think that there's a client for Linux. I checked the downloads available with my license and saw only a Windows client.
In your scenario, if you really want to monitor FTP from the server-end rather than the client-end (running Windows clients) or if you have Linux clients...what I'd do is make sure the FTP server is in the DMZ and use a Network Monitor/Prevent server at the intersection of the ingress, egress, and DMZ points.
That way it'd capture both data leaving the network and data leaving the DMZ...it might put a strain on performance depending on how heavily the servers inside the DMZ are used though.
I'm no expert though...just my thoughts =]
Hope that helps
~xlloyd.