SharePoint supports connections the use the WebDAV protocol, which provides read and write capabilities over HTTP. In Windows Vista, you can actually map a drive letter to a SharePoint document library. In Windows XP, you can create a “Network Place,” opening the document library as a Windows Explorer window, which lets you drag and drop files to and from the SharePoint library much like a network drive.
First, you need to know the URL of the document library to which you want to create a connection. Below, I’ve highlighted the part of the URL that you need to use. You need to include the whole URL up to and including the name of the library, and excluding the word “forms” and everything after that.