Thank you Biswajit. 
Also, I saw this post on this forum on how to file transfer from ATG to Agent through ATG (I think this is related on your answer above)
Link: File Transfer from Active Transfer Server to Agent through Active Transfer Gateway
I tried to follow the steps but got stuck on this procedure. Please see below screenshot.
I can’t find the folder \MAG folder. Any thoughts? Do you have any recommendations on how I can find this folder?
Thank you so much.