IIRC in Thunar you just open a dialog and paste the connection string and you're done. Pretty much the same as in Windows but you don't need to execute some icky looking binary from some web page to e.g. get support for sshfs.
replyThat was mostly just chosen as an example of something KDE lacks, but which feels like it should be possible to do in a UI. I have no doubt that Xfce has plenty of comparable examples.
replyBut I was curious and looked up the process; it seems that Thunar can only temporarily mount a network drive. So it remains a good example of the kinds of things you can easily do in the UI in Windows or macOS and thus feel weirdly lacking in Linux.