Yes, install ssh and sshfs on the server, so you can access it remotely and copy files on it via internet.
Then, install samba filesharing, so you can access network shares from your windows machine.
If you want to be able to access your windows files from the internet, you need to install a webserver that supports webdav + webdav itselfs.
You can generate a ssh-key so you don't need to enter the password.
ssh-keygen -t rsa -b 4096
login to your server via ssh.
cat "OUTPUT FROM echo id_rsa.pub" >> authorized_keys
you can mount a sshfs file system like this:
mkdir -p /mnt/sshfs
sshfs 192.168.1.x:/ /mnt/sshfs
then you can access the server file system via /mnt/sshfs
You can also use x-forwarding:
ssh firstname.lastname@example.org -X
Then you can start whatever graphical application on your console-only server.
Here are two minecraft server tutorials
And this is how to setup teamspeak