Unpin FTP folder from Windows 10 Quick Access

I didn't find a user friendly way either.

Anyway, the pinned folders are stored in:
%APPDATA%\Microsoft\Windows\Recent\AutomaticDestinations

I.e. typically in
C:\Users\username\AppData\Roaming\Microsoft\Windows\Recent\AutomaticDestinations

Just delete the files from there.

I found an easier way to do it: we get the greyed "Expand" context menu only for FTP links. If, in the Quick Access folder, we multi-select (holding the Ctrl button) the FTP link(s) plus another normal one, then the normal context menu is displayed and we can unpin them all at once.

I can't comment because of reputation but I'd like to point out that Martin answer is also helpful if you move your Download folder to other location. I moved mine from C:\User\Name\Download to D:\Download but Quick Link stuck at the first one and couldn't be unpinned.

The solution was to:

1. Press Win+R
2. Paste %APPDATA%\Microsoft\Windows\Recent\AutomaticDestinations and press Enter
3. At this point you can delete everything in there (there should be only a bunch of files with .automaticDestinations-ms extension) or - if you want to delete only one - open them in Notepad; the file is mostly-giberish but it also shows path.

There is a way to Unpin the stuck FTP item without completely clearing the Quick access listing. Click Quick Access, and in the right pane select multiple items (the stuck FTP link and another working one), right-click and click Unpin from Quick access.

Source: Fix Cannot Unpin FTP Links From Quick Access In Windows 10? http://www.winhelponline.com/blog/unpin-ftp-links-stuck-quick-access-windows-10/