I don't have WebDAV configured on my DH account and I assume that FTP would not be so flexible.
I use "Connect to Server" and can either use my server lira.dreamhost.com or my domain name (without the www).
I do not use any protocol prefix.
I get a message that I cam connecting to file server peon0670. I type in my username and password and it asks me which volume to mount. I only have one choice "Home Directory"
I then use my home directory like any other drive.