You're not getting it.

SSH consist of two parts -- server and client. You are always connecting from client to server. On N9 is running server on which you can connect from your PC with WinSCP/Putty or other client.

First you need to change password for default user on N9. Open terminal and type "devel-su", when prompted for password, type "rootme". Then you have local root shell access. Now, type "passwd user", which will change password for default user. Type anything you want to be your password. Now, logout -- press Ctrl-D or type "logout".

Now, on your PC start Putty and try connecting to your phone with proper IP address as user named "user". When you are asked for password, type whatever you typed before, when you were changing password. Now, you should be successfully logged to your phone. If you want root privilegies, just type "devel-su" and password is again "rootme".

It's not neccessary, but advised you will change password for root too.

I hope, you'll find this little guide helpful.