Java's networking library provides bare-bones implementations of HTTP, Gopher and a few other protocols, so jEdit also supports (read-only, because that's all the Java networking library supports) access remote files on non-FTP servers. URLs can only be opened from the jEdit command line; type Control-Enter open-file Enter, followed by the URL.
The command line can also be used to open files from FTP servers if you know their exact path. Just enter an FTP URL using the technique above, and you will be prompted for a user name and password. (Entering an FTP at the jEdit command line uses jEdit's FTP implementation, not the Java default).
See the section called The jEdit Command Line in Chapter 4 for more information about the jEdit command line.