If you have documents in SharePoint (our Intranet) that you'd like to access from Windows File Explorer, you can create a shortcut.  To do so, follow these steps:

Click the Start icon (Windows logo) or the Search Bar and type Internet Explorer 11, then launch the app. Login and navigate to the SharePoint library. This is the link to the main SharePoint page: https://highpointnc.sharepoint.com/default.aspx 

Ensure you are in Classic SharePoint mode/view ("Return to classic SharePoint" option is found in the bottom left of SharePoint). 

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With the library open, click the Library ribbon options (top menu).
Next, click Open with Explorer.

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Once the library has opened with Windows Explorer, click the Home ribbon menu item and click Pin to Quick Access.  It will create a quick access link (shortcut) as shown below. 

To remove a Quick Access link, right click the item and choose to Unpin from Quick Access.

The other items shown in Quick Access that do not have a pin icon to the right are items you have accessed frequently and most recently.  You can remove them from Quick Access by right-clicking them and choosing Remove from Quick Access.