Sorry, I don't get your post. When does telnet complain about anything relating to "/mnt/" directories (and why does it do so)? And of course there is a password required to SSH/SFTP to the device. Check the documentation of the usbnetwork package for your device, I'm sure there is something in there relating to passwords.
Finally, your device does not behave any differently whether your are accessing it from Windows or Linux. So your last sentence is also somewhat mysterious to me
Maybe it's best to copy/paste some terminal output of what you did (and what went wrong).