For a general discussion on running a local application from a webpage, see
How to run an external program, e.g. notepad, using hyperlink?
In short, you cannot.
An FTP client is a special case though, as you can reasonably expect that some application on the client machine handles the ftp:// URLs.
Note that by default web browsers register to handle the ftp://. So you always have a fallback.
But FileZilla does not register itself.
If you have a control over the client machines, you can register FileZilla yourself.
If not, you either accept the webbrowser fallback or rely on a user to have his/her preferred FTP client registered.
One of FTP clients that can register itself to handle the ftp:// URL is WinSCP. Though WinSCP does not register for the ftp:// specifically by default, as it deliberately leaves the default web browser registration untouched. A uses has to explicitly register the ftp:// in WinSCP integration preferences. But WinSCP registers its specific URL prefix, the winscp-ftp://.
(I'm the author of WinSCP)