The App Note has a lot of information but one thing I didn't see was hitting it with FT_PROG. Maybe I missed it.
There are some Linux examples in the AN. FTDI also provides a library and example code for Microsoft Visual Studio. I imagine the Express version will work. Have you tried this yet?
I don't recall seeing FT_Prog in the App notes, but I is mentioned a few times in the data sheet. What do you mean by express version?
Microsoft Visual Studio is a pricey product but it is also available as an Express version for free. There is now a "Community" version that I just added to my Surface Book last night. I haven't played with it but it looks like the same old Visual Studio.
The current incantation supports Visual C#, Visual Basic, Visual C++, Visual F# (no, I don't know what that's about!), JavaScript (but not Java), Python (in a very limited way) and a couple of other things.
Another cool feature is the Makefile project. This allows use of the Visual Studio IDE to create programs that use ANY toolchain because it simply invokes Make to build the target.
For your query, I looked at FTDI and stumbled across the library and noticed that it was based on Visual Studio which gives it a head start in connecting the gadget to Windows. But, as the FT260 shows up as a HID, there are a lot of ways to use it.
Not on point at all, I used a HID device, Visual C++ and the Microsoft SDK to add real controls to Microsoft Flight Simulator. This is nothing special and it's done all the time but it was a cool application of the tools.