While this may have various causes, a simple solution is to Reset all settings. To do this, open DCommander’s Preferences window and go to the Troubleshooting section

Since the app is built with Apple’s sandbox policies in mind, it does not have access to the volumes location on your mac by default. To fix this, you need to allow filesystem access to the root of your main drive. Open DCommander’s Preferences window, go to the Troubleshooting section. Click on Request Filesystem Access. Make sure you select “Macintosh HD” (or whatever your main drive is named) from the combobox, then click Allow Filesystem Access. Now restart DCommander and you’ll notice that it now shows other drives and volumes.

Make sure you're using at least macOS 10.10 (Yosemite). If you've downloaded the latest version from the website, make sure you allow apps downloaded from "AppStore and identified developers" in System Settings - Security & Privacy.

Make sure you've typed the server's hostname or IP correctly. Also make sure the port is correctly set and the username and password are also correct.