I would like to know how ftp via php work. is it a direct connection with my ftp server or is it uploaded to my server first and then transfer to the ftp server?
FTP is just a protocol and must adhere to the standards
http://www.faqs.org/rfcs/rfc959.html
So that means FTP in PHP work the same way it does in every language.
PHP provides Functionality to make it easy to utilize the FTP protocol and there are many other 3rd party FTP Wrappers that provide functionality to simplify tasks.
So to answer your questions, you can program PHP FTP to establish a connection to your FTP Server and then upload or download files to your FTP server.