There are ofcourse possibilities to get FTP access to any location on a machine, by installing an FTP server software.
Also, you can connect to SQL remotely, by settings the MySQL server up to allow connections from other than the local host, and setting up the right ports to forward on the router (same for FTP).
However, these are system (network) administrator tasks. If you have no experience in setting up FTP or SQL like this, I would strongly discourage attempting it, as setting up this kind of access without sufficient knowledge about system security and vulnerabilities, the risks are probably even greater than with a correctly set up RDP.
Do you have a network administrator in your company? Or maybe an external ICT provider that can advise what would be best in your specific network situation?