Sync a SharePoint folder to File Explorer
To add a SharePoint link to your File Explorer, see the following steps:
1. Navigate to your SharePoint and select the folder you want to sync with File Explorer. For my example below, I've selected the "Documents" folder within my ITSSC SharePoint:
In this example, every folder or document within the ITSSC "Documents" folder, will be added to my File Explorer. To do this, click "Sync" at the top of the screen (highlighted for convenience).
Once the sync completes, you should be able to access everything within that location from your File Explorer.