Shopware front-end - Online hosting editing

if i want to edit theme or add theme on online hosting , i will connect the files to IDE ? or what is the general steps the SW academy videos is useful in this situation ?

No, that is the wrong way. Following that your changes might be overwritten with the next Shopware update.

You have to create you own theme via the Shopware CLI bin/console theme:create THEMENAME. That theme will override/extend the Shopware standard theme.