In Windows, you need to resort to other programs like WinSCP or Filezilla to visually browse ssh shares. In Linux, file managers natively support this.

First add your ssh key to the agent:

ssh-add ~/.ssh/mykey_openssh.pvt

Next, for convenience, create a config file so you can use aliases to connect.
Eg: To connect to as root, we will use the alias ovh. So config file looks like this:

Host ovh
     User root
     Port 22

Now open a file manager, and in the address bar type this:


It will momentarily show the root directory of the remote server. You can now edit remote scripts on your favorite locally installed IDEs. Enjoy!
Thunar seems slow for this. Nemo is perfect.