Although the sites feature is very convenient for preparing your work environment, sometimes you just want to quickly jump in and make a change to one or two files.
If the files you want to change are stored on your own computer, you can simply navigate around using the file browser, without making a site first.
If the files you want to change are stored on a web server, you must perform some additional steps.
To edit arbitrary remote files:
You'll be connected to the web server and can freely navigate around, making changes as you go.
Note that by not using a site, you'll lose some functionality. The preview mode may not work as expected without a site configured, as it does not know what root URL the files are relative to. Additionally, the publishing feature won't be accessible, although you can still manually drag and drop a file onto the web server to upload it.