Wowza runs as the root user so will create or modify any folders or files as that user. If you are logging in as a different user then that user may not have permissions to access the folders.
I would suggest the following, as root user.
ssh in and cd to the /usr/local/WowzaStreamingEngine folder.
run the following as root user.
find . -type d -exec chmod 775 {} \;
This will set the permissions on the directories so at least you can view & download the files.
You can also fun the following command in the main Wowza install dir to change the owner on everything.
chown -R <your-username>:<your-group-name> *
New files will still be created as the root user but existing files will be owned and modified by you.
I listed the content of /content/ folder using the command find … and I could see the sample.mp4
but If I try to access it using FileZilla, for example, I have “Empty directory listing”
I used the command ls -a /usr/local/WowzaStreamingEngine-4.0.1 and it clearly shows that "applications, content, legal, transcoder, conf,…"folders have their content hidden.