Thank you Ben,
I just wanted to enable a secure FTP connection, no matter which method would be used...
So it seems that setting up pureftpd with TLS is quite simple.
If anyone interested:
First I created a self-signed certificate in /etc/ssl/private
openssl req -x509 -nodes -newkey rsa:1024 -keyout \
chmod 600 /etc/ssl/private/*.pem
then created a config file in /etc/pure-ftpd/conf/
named "TLS" with a value: 1, to enable tls at the boot.