It can be done with with SFTP or FTP, but that server needs to be running on the remote site. Step 1:
Open Windows Explorer
This can be accomplished by right-clicking on the Start Button and selecting the Open Windows Explorer option. Step 2:
Select the computer icon to reveal the Map network drive option.
Select Map network drive Step 3:
On the What network folder would you like to map?
Select Connect to a Web site that you can use to store your documents and pictures. Step 4:
On the Welcome to the Add Network Location Wizard screen:
Click Next Step 5:
On the Where do you want to create this network location? screen:
Select Choose a custom network location
Click Next Step 6:
On the Specify the location of your website screen:
Enter the ftp address of your remote server
Click Next Step 7:
On the Specify a Username and Password if Required screen:
Un-check Log on anonymously
Enter your username in the User name field
Click Next Step 8:
On the What do you want to name this location? screen:
Specify the name of this remote location as you would like it to appear in Windows Explorer. Make it something descriptive so it is easy to find.
Click Next Step 9:
On the Completing the Add Network Location Wizard screen:
Click Next Step 10:
Log on to your remote server to test new connection
Enter your login credentials
Check the Save password box if you would like for Windows to automatically log you in everytime you click on this connection.
Click the Log On button
If everything was setup correctly you should see your remote files in Windows Explorer as if they were located on a hard drive in your system.
Your remote server will now appear as a drive on your computer through Windows Explorer Source
You can also use 3rd party software to do this.