I have been stuck with this problem for a while, I want to setup this PC to receive files from a different system/Platform from the network. Do I need to install FTP client? And how should I set it up?

The PC needs to automatically receive files from another Platform...

Automatically? How will that be aceive? Will the PC have some software that will poll another device?

What I mean is, do you need to start a windows service to receive files from an FTP server or do you need to install a software?

There is a command line FTP client in windows. This link might help you be able to download files.

Microsoft Windows Command-Line FTP Command List