In WinXP you would go to start, control panel, network connections.
What it says to do is set up a network using the filecloud name listed... im not sure if you need to have an account with filecloud set up for access but if you do this, it looks to be a direct link from your PC to a filecloud server.
I am not to fond of this type of connection if this is what it is.
How secure is this type of conection? Can they or other people access your PC if you set this up?