On Mac, it is simply "Connect to Server" from from the Finder menu:
So if I wanted to watch something on say, my Xbox, I’d go through a file tree?
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This is just file mounting.
"Watching on Xbox" i.e. streaming has a whole different set of tools and protocols.
On Umbrel, they are apps like these, I have no experience using them:
Will study on Monday! Got me intrigued!