You can currently drag&drop a file from your desktop (or anywhere else) to a server. However it's not possible to do this the other way around. You can not drag a file from the ftp to the desktop (and put it in the queue this way).
The drag/drop protocol used within FlashFXP is not compatible with the drop protocol used by Windows Explorer. FlashFXP uses a special registered drop to allow dropping from Windows Explorer which co-exists with the internal drag/drop protocol. There's no way to start drag using two different protocols. It's only possible to accept a drop from multiple protocols. Basically we'd have to change all of our internal drag/drop to use the Windows Explorer drag/drop and that's not an easy task.