Yeah ftp support should be backed in the operating system. In KDE, it's simple to open an ftp link in Dolphin as if it was a local folder and I think it's the same for GNOME, but I have no idea about if it's possible in macOS and windows.
The World Wide Web (WWW), commonly known as the Web, is an information system where documents and other web resources are identified by Uniform Resource Locators (URLs, such as https://example.com/), which may be interlinked by hyperlinks, and are accessible over the Internet.
The web is HTML and HTTP. URLs to HTTP resources are links to things on the web, URLs to non-web resources are links to things on the Internet, maybe... maybe not, maybe links to other computers in your home, or files on disk.