This is probably the easiest option.

If you regularly want to access files from the internet from anywhere on your Mac without using some cloud option, you could also technically install an app called a-shell on your iPhone, set up the network where the Mac is at and all permissions correctly and you can access everything from the iPhone with ssh/scp. I wouldn’t recommend this in any “normal” use case though (and only for advanced users who know what they’re doing), this sort of stuff is way easier with iCloud (or Dropbox/OneDrive/…).