To connect to your server directly, open Text Wrangler and under File select "Open from FTP server". Then type in the server address, check SFTP, type in your user ID and your password and hit Connect. You can also then navigate around your server connection by clicking on the dropdown in the FTP Browser in Text Wrangler and selecting Go to... then typing in the path and directory you want to be in. Text Wrangler keeps your navigations in the list so that next time you can easily get around.
You can also call Text Wrangler while working in the Terminal window on the server, but first you have to install Command Line Tools.
If you installed the Mac App Store version, download the installer from http://www.barebones.com/store/macappstore.html and install.
If you downloaded from the barbones.com site, then under the TextWrangler menu, select "install Command Line Tools..."
Once the Command Line Tools are installed you can edit your files from the command line in TextWrangler by typing:
$ edit filename.txt