We get many questions about SharePoint daily, one of the most questions asked is "How do I open my SharePoint document library with Windows File Explorer?" This makes it easier to drag documents into libraries, create folders, move or copy documents and delete multiple documents at one time.
You will need to use Internet Explorer. Sorry the option is not available in Edge or any other web browser.
Login at portal.office.com with Internet Explorer, make sure to check the "Keep me signed in" box. Once logged in click SharePoint. In the SharePoint Online document library, click the Library tab on the ribbon, and then click the Open with Explorer icon in the Connect & Export group.
If you don’t have the Library tab, and you're using the new look and navigation experience for document libraries, click the view menu (for example, All Documents) in the upper-right corner, and then click View in File Explorer.
Troubleshoot "Open with Explorer" error messages:
When you browse to a SharePoint Online document library, you may receive intermittent connectivity issues, or you may receive one of the following error messages:
- Your client does not support opening this list with Windows Explorer
- We're having a problem opening this location in File Explorer. Add this web site to your Trusted Sites list and try again.
- We're having a problem opening this location in File Explorer. To open with File Explorer, you’ll need to add this site to your Trusted Sites list and select the “Keep me signed in” check box when you sign in to the SharePoint Online site.
For more information, see http://support.microsoft.com/kb/2629108