In the near past, you needed special software to access files on the Internet. Not any more! KDE supports a technology called "Network Transparent Access" (NTA) which allows you to work with files on the other side of the earth as easily as those on your local hard disk.
For example, to access files on an FTP server, just choose File > Open Location from a kfm menu, and enter the URL of an FTP server. You can drag and drop files to and from the folders on the server just as if they were on your local disk. You'll even be able to open files on the FTP server without having to copy them to your local disk (KDE does it for you when necessary).
Note that kfm uses anonymous FTP access, which may restrict your access to files on the FTP server. If you have an account on the server, you can supply your user ID as part of the URL, like this: ftp://userid@server/directory kfm will prompt you for your password, and if the login succeeds, you will have full access to your files on the server.
If you are used to the WinZip(tm) utility on MS-Windows(tm), then you will be happy to hear that KDE can look into tar archives, too. It treats such archives just like a normal folder -- you can browse into the archive, open files, etc. In general, accessing files on the Internet and in archives should look and feel just like accessing files on your local disk, except for delays imposed by the network.