LFTP is free and open source, hosted at http://lftp.yar.ru/. If you want to manually compile and install LFTP from raw source code, you are free to do so under the GPL Public License.
For the rest of us, the LFTP community is kind enough to compile and package binaries of LFTP for a wide variety of operating systems.
If you have used apt-get or yum before, you will be familiar with this process. If not, you may want to practice installing software via command line package managers.
Mac users can install LFTP with the Homebrew package manager. If you have not installed Homebrew yet, you will want to follow the instructions at http://brew.sh/#install before continuing.
After Homebrew is installed, enter brew install lftp to install LFTP.
Windows users can install LFTP with the Chocolatey package manager. If you have not installed Chocolatey yet, you will want to follow the instructions at https://chocolatey.org/ before continuing.
After Chocolatey is installed, enter chocolatey install lftp to install LFTP.
Debian-based Linux distributions can install LFTP with sudo apt-get install lftp.
RedHat-based distributions can install LFTP with sudo yum install lftp.
Gentoo users can install LFTP with emerge lftp.
LFTP provides a reasonable set of defaults out of the box, but eventually, you may want to tweak LFTP to fit your workflow better.
To configure LFTP, edit $HOME/.lftprc with a text editor such as nano or Atom.
Example .lftprc: https://github.com/mcandre/dotfiles/blob/master/.lftprc