Just as a reminder: like any Unix system, Ubuntu has a lot of "strata": the kernel proper, the operating system (the collection of programs that "dress" the kernel and allow it to work), and on top of that the graphic/desktop system. Ubuntu has a choice of DE (desktop environments) --- Unity, Gnome, KDE, Xfce, and more. The interface you mention is related with the DE you are using.
You are not stating which desktop you are using; if it's Unity or Gnome the default file chooser would be the one provided by gtk. The plain "Ubuntu" comes up with Unity as the default DE.
The option available for this chooser can be found with the command dconf-editor
; run it(1) and navigate to org > gtk > settings > file-chooser
.
In 1, you choose if the starting directory is the "Recent" files or the current directory (which one is this will depend by the application). In 2, you can choose to have just the path bar (default) or having a field to manually enter a filename.
I do not think there is more configurability... the gnome to gnome2 to gnome3 evolution has seen a lot of "simplification" that reduced this kind of tweaks. If you want a much more configurable desktop, probably you should look at KDE.
As far as I know, the option to use a remote link as a local file is not implemented in the gtk file-chooser.
Footnotes:
(1) install with sudo apt-get install dconf-editor
if you do not have it.