Once you tick the setting - Make Directory Opus the default handler for FTP sites, in:
Prefs - Miscellaneous - Windows Integration
Opus then takes over from Windows and will automatically launch and connect to an ftp site when you click a shortcut to one on the desktop.
You can create links to FTP sites on the desktop simply by dragging the sites out of the Opus address book and onto the desktop. You can also drag and drop files onto these shortcuts and Opus will connect to the site and transfer the file/s.