You can become a direct user by activating your access rights using a web browser at: https://account.jyu.fi or https://sso.jyu.fi. In the OMA- Service, activation is done under the tab

"[Services]" 

By selecting "[Unix shell server login right]" and clicking Save. After activation, the red [Not Enabled] text will change to green [Enabled]. The changes will take effect in about half an hour.

The actual direct access is done with ssh programs, on Windows for example with Putty, which creates a ssh end connection between the micro and the (direct access) server, or with WinSCP data transfer. Both are free of charge.