Some details might depend on whether you set up your Cloudflare account yourself or whether it was set up through the Dreamhost/Cloudflare partnership.
It could be “ftp.example.com” that you need, as Andrew advises,
or it could be “direct.example.com”
or even something else, depending on the configuration of your Cloudflare account. Definitely there’s no need to turn Cloudflare off in order to do ftp.