Obviously I'm skipping some necessary steo (or many). What is it?
For a client software to successfully connect to another machine, the other machine has to be running the corresponding server software.
So if you want to connect to a machine using an FTP client, this machine has to have an FTP server installed, otherwise the connection will not work.
The same is true for any other protocol, too. So for example if you want to connect to an Amiga using Windows' file sharing services, this Amiga has to run Samba. The other way is easier, because Windows has SMB client and server built in. To connect to a Windows share, you just need the client, i.e. SMBFS or SMB-Connect.
To share files between Amigas, there are some Amiga-specific protocols, like Envoy for example. But you can as well run Samba on one Amiga and SMBFS on the other one.
Bye,
Thomas