I have a directory on my server at
which I want to mount directly to my Windows computer so that I can transfer data easily via command line tool. Is that something possible?
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If the server is local, you may want to look into creating Samba shares, which will behave exactly like a standard Windows share if configured correctly.
FTP and SCP also come to mind. If this server will be reached across the internet, I would highly recommend SCP.
WinSCP has a great command-line utility, as well as a corresponding graphical version.
If the server is located within your "local" network (i.e: not across the internet) it might actually be considerably less hassle to set up a SMB (i.e.: Windows) share on the Linux server and let your Windows box access it in that manner.
Depending on your server configuration, if may already have the necessary software (Samba) installed - check your package manager for more details.
Another approach would be scp/sftp. If you have an SSH server running on the Linux machine you can use scp/sftp tools to transfer files (such as putty - http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html):
C:\> pscp image.gif dave@linuxhost:www/images/site