I rarely come within spitting distance of a mainframe, so I am kind of in the dark as far as how they work, but couldn't you just put the UNC path where your files are stored into where it asks you for directory?
If not, you may need to connect via the mainframe's IP address as if it were an internet site.
Hope this helps,
Alex
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I don't do any programming whatsoever
Ignorance of certain subjects is a great part of wisdom