You need a simple loop (just one .ReadLine per turn to avoid reading past EOF) and a variable keeping track of whether you have seen a FTP line. In code:
Dim tsIn : Set tsIn = goFS.OpenTextFile("..\data\in.txt")
Dim bFtpSeen : bFtpSeen = False
Do Until tsIn.AtEndOfStream
Dim sLine : sLine = tsIn.ReadLine()
Select Case True
Case 1 = Instr(sLine, "//STEP") And 12 = Instr(sLine, "EXEC PGM=FTP")
bFtpSeen = True
WScript.Echo "FTP", tsIn.Line - 1, sLine
Case 1 = Instr(sLine, "//STEP") And 12 = Instr(sLine, "EXEC PGM=")
If bFtpSeen Then
bFtpSeen = False
WScript.Echo "other after FTP", tsIn.Line - 1, sLine
Else
End If
Case Else
End Select
Loop
tsIn.Close