Get a standalone file manager with an SCP/SFTP support and access the files on the cluster through it.
A possible choice is FileZilla (multiplatform) or WinSCP (Windows only). Many Linux file managers have the support for SCP/SFTP built in.
Mounting the remote directory to your filesystem
Mounting the remote directory through SSH allows you to access the remote files as if they are on your computer from any program, so you don't have to copy the files on the cluster and back all the time.
See the guide on how to install and set up SSHFS on different operating systems. On Linux systems SSHFS should be in the repositories, on MacOS you have to install OSXFUSE. The recommended Windows solution in the guide above, win-sshfs, is no longer supported. There are some other solutions (e.g. SSHFS-Win, SFTP Net Drive), but I cannot tell how usable they are.
Keep in mind that the files are still on the cluster and are accessed through the slow internet connection, so if you are working with large files, it might be better to copy them to your hard drive first.