These are normally shell files. In this case, download all the part and patch files. Uncompress and unshell everything. At this point you have to know enough to be able to repair the makefile or kludge around it's problems. Not a fun task, but something that must be done.
Some programs are better than others, so good luck and happy hunting.
Here's an easy exercise using ftp. For the exercise, you will retrieve a file from the 'anonymous' ftp site for the computer science department at N.C.S.U. Information is provided at this site for anyone on the internet. Here is how anonymous ftp works. Anonymous ftp allows you to login to a site as an anonymous user and retrieve files contained on that site. All anonymous sessions are logged.