Hello.
When I mount a network share via "Connect to server" and it is mounted, What is the location of it on my system? For example, "/mnt" or "/media"

Thank you.

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Run mount command, it will list all mounted volumes.

I did but I can't see :

sysfs on /sys type sysfs (rw,nosuid,nodev,noexec,relatime)
proc on /proc type proc (rw,nosuid,nodev,noexec,relatime)
udev on /dev type devtmpfs (rw,relatime,size=10240k,nr_inodes=1004160,mode=755)
devpts on /dev/pts type devpts (rw,nosuid,noexec,relatime,gid=5,mode=620,ptmxmode=000)
tmpfs on /run type tmpfs (rw,nosuid,noexec,relatime,size=804584k,mode=755)
/dev/disk/by-uuid/76fadbf0-8dbe-4caa-b104-fabb2e26f502 on / type ext4 (rw,relatime,errors=remount-ro,user_xattr,barrier=1,data=ordered)
tmpfs on /run/lock type tmpfs (rw,nosuid,nodev,noexec,relatime,size=5120k)
tmpfs on /run/shm type tmpfs (rw,nosuid,nodev,noexec,relatime,size=3368180k)
/dev/sda1 on /boot/efi type vfat (rw,relatime,fmask=0022,dmask=0022,codepage=cp437,iocharset=utf8,shortname=mixed,errors=remount-ro)
/dev/sda3 on /home type ext4 (rw,relatime,user_xattr,barrier=1,data=ordered)
fusectl on /sys/fs/fuse/connections type fusectl (rw,relatime)
usbfs on /proc/bus/usb type usbfs (rw,relatime,devmode=666)
rpc_pipefs on /var/lib/nfs/rpc_pipefs type rpc_pipefs (rw,relatime)
binfmt_misc on /proc/sys/fs/binfmt_misc type binfmt_misc (rw,nosuid,nodev,noexec,relatime)

It's likely not mounted. Your file manager will "talk" SMB, FTP, SFTP and other protocols so that you can connect to other machines with those protocols but by default nothing will be mounted. For that you would mount it manually, this link looks like it has some useful information.

Thus file manager can open remote directory without mounting it.

Thank you.