Hello @angian, @SimonDawson,
thank you very much! I am really glad for your answers. Both are solutions to me. I accepted Simon's because it seems the most aligned to a SAS Tech. Support possible message, on a way that can be useful for other peers with similar question. I missed some more specific examples, such as the one provided by @angian, which saved me some time google-ing and testing.
I tested it with CyberDuck and it works greatly, plus I appreciate that this tool supports other kind of connections.
As last bit, if anyone would like to test the connection, besides URL, port number and username/password, please do not forget to include the Path as well, something as /SASContentServer/repository/default (you can find it on your SASFolders or the DAVTree connection path) otherwise you will get an error message "405: Method not allowed"