Another way is to use the file browser to connect to a network location. Then it is mounted under
From there, you can
mkdir ~/winbox and then
ln -s ~/.gvfs/blahblahblah ~/winbox.
I recall there being some permanence to this, but I forget the details. :P I was developing php/odbc app for Quickbooks which needs to be run on the Quickbooks computer.
Edit for 2018 and beyond: After 14.04, ubuntu seems to no longer use
.gvfs, so the above might not work for you. Some folks got really mad that something changed and my old answer didn't work.
Check out this comment:
~/.gvfs moved to
/run/user/[UID]/gvfs/blahblah. After using Nautilus to make a location using
sftp://host:port, the remote server's file system showed up there.