I would probably do this in sequence rather then parallel. You talk about receiving the FTP file first, then calling SQL. That sounds sequential to me.
Then, use a .net component or possible the SQL Adapter to return your next set of data.
You can use a map to map 2 messages into 1. This can only be done inside the Orchestration and if you have the two input schema and output BizTalk will generate the start of the map for you when you define the input/output using the transform shape.
So, I would try something like:
Receive FTP
Send SQL – Receive SQL response (think you can do this)
Map Two Received Message into One using Transform Shape
Send to SQL
Hope this helps you out.