Using PHP, you can create a script that connects to the FTP server and reads the files. Here you have an example of connection using the ftp_connect function
$servidor = 'endereco_do_servidor';
$usuario = 'usuario'; // Usuário
$senha = 'senha'; // Senha
$ftp = ftp_connect($servidor); // Retorno: true ou false
In this tutorial you have a step-by-step explanation of how it works:
http://blog.thiagobelem.net/conexao-via-ftp-com-o-php
In this other Stack Overflow post you have a more complete example, where you take the last file and write its name in the database:
https://stackoverflow.com/questions/20800625/how-to-get-latest-modified-csv-file-values-from-ftp-server-and-insert-it-into-my
Note that these solutions are not automatic, IE, would have to manually run your PHP script. To run a script periodically, this will depend on your server’s operating system. In Windows, you use the Task Scheduler, in Unix environments if you use Cronjobs.
Good morning buddy, your question is not exactly about mysql. What would be the operating system? do you have root on the machine? what programming language you have available?
– Márcio Rossato