Mike is correct. Here's a more complete description of why.
DNN doesn't really review the files on the hard drive when creating the various drop-down lists or the file display in file manager. Instead, it is showing a report of files and folders stored in two DNN tables named, wouldn't you know, "files" and "folders."
Whenever you upload files via a DNN interface (such as via the file manager, or anywhere you can "upload new file"), or when you create new folders in File Manager, then DNN knows that it is adding files and folders, and it makes a record in the files or folders table to keep track of them.
When you upload files or create folders via FTP, the files and folders are there, but DNN doesn't know about them; you sort of slipped them in behind its back.
If you go to the File Manager and at the portal root check "recursive" and then use the "synchronize" command, DNN will run through all the folders and files from the root on down, and make sure the records in the "files" and "folders" tables are updated to reflect files and folders on disk for that portal.
If you do not check "recursive" but just run "synchronize" only the currently selected folder gets synchronized. So if you know that you just uploaded a handful of files into one particular folder, you can navigate to that folder in File Manager and "synchronize" and the files will appear. (If you check recursive here, it will also update records for all folders below this folder, but not other folders in the portal file system.
If you have a huge file base for that particular portal, you may run into time-out issues doing a recursive synchronization from the root. I really haven't had that problem recently, but a few versions ago there were some nagging file system synchronization problems, and did experience it at that time. The Files and Folders situation seems to have been improved quite nicely.
Hope that helps explain. It isn't really a "problem" but more needing to understand how DNN works.