Right, now you got it.
The database is the only part of moodle that you cannot change by manipulating files inside the moodle folder.
The FTP-program is not a good example, because it's purpose is to shove files around. A better anology might be the regedit-program in Windows. Installing and using programs modifies the windows registry. You cannot poke around in the underlying files (user.dat etc.), you need regedit to make the registry data visible and accessible.