That syntax is whats called a URL (uniform resource locator).
I suggest you read up on them.
That mean protocol ftp.
Hostname serverx.
filename file.shar.
File is in top level directory.
If it had been ftp://serverx/fred/file.shar. It would have been in directory fred.
So if you install the program wget, it understands URL syntax and you can just to
wget ftp://serverx/file.shar.
You can download a wget package from sunfreeware.
If you have a graphical console, you could run netscape.
It also understand URL syntax.
Without extra software you would have to use a command line ftp client
ftp serverx
log in with username anonymous, any password, but email address is the convention.
get file.shar