Open Caja (default MATE file-manager)
then select File→Connect to server and specify the protocol - one of:
- Apple Filing Protocol (AFP)
- SSH
- FTP (with login)
- Public FTP
- Windows share
- WebDAV (HTTP)
- Secure WebDAV (HTTPS)
and enter needed data (address,credential and so on).
Other way is to use Network → Browse Network:
If you need to have it on MATE Panel, then run mate-tweak
and on Panel tab select Traditional layout:
and you will get Connect to server in Places menu: