You can connect to an SSH server or connect to an FTP server from you windows computer. Open the run dialogue in your windows and type in cmd. Press OK to open the command prompt. Type in ftp command and press enter. This brings up the ftp prompt. Type o to connect to a server. Next type in the server name you want to connect to. Now you will need the authentication credentials to connect to the server. First enter the user name and then the password. Up on successful log in it shows the same on the screen. Now use the 'dir' command to view all the files on the remote server. Now use 'get' command to download any of the files. You can also use 'put' command to upload files on to the server. This video shows how to connect to a remote ssh and ftp servers.
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