For the instructions on SharePoint 2007, read our Knowledge Base article How Do I Open SharePoint 2007 Document Library In Windows Explorer?

For the instructions on SharePoint 2013, read our Knowledge Base article How Do I Open SharePoint 2013 Document Library In Windows Explorer?

Note: the option is available only in the 32-bit version of Internet Explorer.

SharePoint site must be added to Local intranet in Internet Explorer. To add your SharePoint site: open Internet Explorer > Internet Options > Security > Local intranet > click on Sites button > Advanced > add the website to the zone. Reload the Internet Explorer to take the effect.
Explorer

Opening a SharePoint Foundation 2010 Library in Windows Explorer:

  1. Open your SharePoint site in Internet Explorer.
  2. Navigate to the library you want to open in Windows Explorer.
  3. Click on the Open with Explorer button under Library Tools > Library > Connect & Export.

Sharepoint 


     4.   Enter your username and password in the box that pops up.
     5.   A Windows Explorer window will open, showing you the files in the list you have chosen.

Note: SharePoint Document Library location depends on your SharePoint website structure.