Most of the time, Indy based clients should work transparently with a NAT meaning that there is special coding or special settings required. 

However, there may be problems using FTP with SSL behind a NAT.  This is discussed here.

In other servers, you need to be careful that you never generate any output which contains an internal IP address because those addresses will not work outside of the internal network and a NAT may not recognize the IP address at all.

See also: