What is your actual functional requirement? What data are you talking about?
If you want to move data between the systems, you should use either data entities / data packages, or copy the whole database.
For T2, you will actually export the database to LCS Asset library via LCS. You don't need to login to the server (and in newer T2 systems you can't login to the server at all).
Also data package export / import happens either inside the D365 user interface, or via LCS.
Just forget about servers and folders in all other than dev systems. D365 is a service. You use the capabilities of the service to import/export data, integrate between systems etc.
If you want to set up some kind of systems integration, also that can't use local folders. You have to understand that we are now in cloud and there is no such concept as "local folder" in the cloud.
If you can tell us more about your requirement, we can definetely provide you better ways to resolve it.