Since there is no option in the Thunar File Manager to connect to a Server from the file menu, Xubuntu comes pre-installed with Gigolo which is a frontend to connect & mount local and remote filesystems.
However after using Gigolo to connect to my own FTP Server, Gigolo opened the directory in Firefox web browser.
To resolve this issue open Gigolo and goto Edit >> Preferences
Under the General Tab, remove the information from the File Manager field and replace gvfs-open with thunar
Close Gigolo and then restart it.
When you next connect to your FTP Server, Gigolo will open this in the Thunar File Manager allowing you to upload, download and edit files.