Use "Connect to Server" to connect via SFTP to access a folder in a remote server
The easiest way to connect to an SFTP server with Ubuntu is with the sftp:// scheme of the file managers with GVFS support (Nautilus, Nemo, Thunar) or KIO support (Dolphin, Konqueror):
Open a file manager window.
Show or focus the address bar e. g. with Ctrl+L.
(If this doesn't work your file manager may have an equivalent, alternative menu entry called “Go to…” or “Connect to…”. Some window manager require you to press Alt to show the menu bar.)
Enter the server address into the address bar:
sftp://example.org[:port]/You can even supply username, password, and a path in the address:
sftp://[user[:password]@]example.org[:port]/[path/to/directory/]If you don't and the SFTP account requires a password, a password dialogue will pop up.
Do you see an SSH option in the dropdown? That is effectively the SFTP option, you should see it listed as such on the left pane once it connects.
Or you can skip the File → Connect to Server… sequence altogether and instead do Go → Location (or Ctrl+L) and then typing sftp://user@host/initial/dir in the address bar.