Please click on the video see see how to conncet to FileMaker Server from a remote client. Typically users will only perform this process after they first upload a new database. After the server has been identified, many users will 'Add to Favorites' to create a quicker way to access their solution files. Any file you open will also appear in the 'Recent Files' list until removed or replaced by other/ more recent files.
FileMaker 10+ has the ability to 'Send Link As', so one user; once they have opened the remote database may send a shortcut to the other users so that the other users may skip the process shown in the video.