If you are connecting to a passive mode FTP server:
- The client connects out on port 21.
- The client sends a PASV command and the server responds with a port on its side.
- The client connects out on the returned port from a random port.
If you are connecting to an active mode server:
- The client connects out on port 21.
- The client sends a "port" command to say it is listening on a specific port for data.
- The server then connects back to the client from its port 20 to the port the client specified
The MX NAT will correctly fix up NAT for active mode connections to allow the return traffic. Passive mode does not require any fixups.
The MX wont correct any outbound firewall rules you have created to explicitly block traffic.
If you create a default "deny all" rule limiting outbound traffic then you'll probably want to create a simple "permit ip any host x.x.x.x" style rule to the specific FTP server the users need to connect to.