Further to my late posting:-
I have solved the problem as follow:
-> Folder
-> click "Other Locations" on the left column
then "sf_Transfer_Folder" popup on the right column
-> click "sf_Transfer_Folder" ( on the right column)
Authentication Required -> login with password
Then I can connect the Transfer Folder and read the files there.
But other Ubuntu VMs (about 10 VMs) are no working in this way, clicking "sf_Transfer_Folder" on the left column then all files will be displayed on the right column. No authentication is required.
Furthermore I discover another strange thing on all VMs.
satimisliu@gmail.com network is on the left column. Clicking it popup files on the right column. I have no idea where those files come?
Regards