Yes, if you make a socket connection to a second Suneido server it would be direct from the client.
Our customers use Windows Terminal Services (RDP) to access across the internet. Another option would be to run an HttpServer and write a web app, although currently the Suneido libraries do not have much support for that (i.e. no framework like Rails).
Because Suneido’s client-server protocol allows executing arbitrary code, I would not make a Suneido server accessible from the internet. e.g. Someone could RUN System(“del *.*”) Although you could limit the risk by setting permissions on the user running the server, it is safer to run an HttpServer and use web services for access.