I will explain a solution for the popular Open-Source tool Filezilla. Other FTP tools might handle charset encoding differently.
FileZilla offers three different charset settings:
Per default, FileZilla tries to detect the correct charset on its own. If this doesn’t work and your server uses some custom charset encoding, you need to set it via the Site Manager. In the tab “Charset”, a custom charset encoding can be specified for each individual server. Once it’s set, the specified charset encoding will be used for all future connections to this server and the filenames will be correct.