>I would like to use INET control to FTP to my personal web server. Is it possible??
>How to use INET to connect to web server using HTTP and FTP? Any sample code provide? What commands to connect to FTP/HTTP server?

To use WinInet, check out the excellent info at:
http://www.news2news.com/vfp/?group=92&=0

Or check MSDN (though most of the examples are in C)
http://msdn.microsoft.com (search for WinInet)

Or check wwIPStuff, a shareware library by Rick Strahl:
http://www.west-wind.com/webconnection/docs/_s9001zxb0.htm