To setup a local folder connected to the FTP servers, connect via the following URL:
In Mac, do this through Finder->Go->Connect to Server and add the above URL and click Connect.
In Windows, there's a few more steps:
Open My Network Places.
Double-click Add Network Place. The Add Network Place Wizard starts.
Click Choose Another Network Location.
Enter the WebDAV URL.
Click Next. The connection to the WebDAV directory is tested.
Enter a name for the new network place or accept the default name.
Click Finish. The new network place is added.