From the Net::Cmd docs:
Different packages may implement different levels of debug but a non-zero value results in copies of all commands and responses also being sent to STDERR.
so

#!/usr/bin/perl -w

use strict;
use Net::FTP;

$ftp = Net::FTP->new("foo.bar.com", Debug => 1)
             or die "Cannot connect to foo.bar.com: $@";

...
[download]

should do the trick.