You can connect to a remote system in many different ways. It just depends what OS the target system is running, and what application/process/service the target system runs in its OS that allows connections.
You then connect to it using the correct functionality/program/technique.
You would also need the IP Address of the target, or hostname, or some way of identifying the target to be able to connect to it (the communication protocol will drive this).
For example, if it's a Windows machine with a Shared folder you want to connect to, and if you have the IP address of the machine, AND any firewalls between you and the target allow Windows File & Print Sharing connections (over TCP ports 139 and/or 445), then you would Map Network Drive.
Specify the IP Address of the target and shared folder name in the drive mapping, choose an available drive letter, specify the logon credentials you have, and click Finish!
Easy.
It just depends on where you are connecting to, and how you wanna connect.