You can start, stop or see the status of service as:
#service vsftpd start
#service vsftpd stop
#service vsftpd status

If you want it to run automatically when it boots. Then you need to add it on chkconfig.
e.g.
#chkconfig vsftpd on
You can check on whcich run level its running as:
#chkconfig --list | grep vsftpd

You dont worry much about runlevel at this time.
If you are using the text mode then its most likely you are at run level 3, and when at GUI i.e. XDesktop, Then you are run level 5. Other run levels are for starting with/without network service, etc. Its something like safe, with/without n/w support and normal mode in windows, but not exactly.

To enter above commands you should be in root.
If you want such root privileged command to enter by normal user then learn about "sudo" command.
Again, The above service run from init.d or xinet.d----> Confused ! Dont worry...you will know it.

If there ar5e some special program you need to run entering a single or few commands then just put that command(s) in /etc/rc.local file. This file will be referred at boot time and the command entered here are excuted at boot times.

Okay, these you may find easy or vague. Take a look at some good tutorials that will help you a lot.
Recommended site for begineer:
www.linuxhomenetworking.com

apt-get remove vsftpd
yum install proftpd
chkconfig --levels 235 proftpd on
/etc/init.d/proftpd start