Here are steps for you:
1.Open Server Manager -> Manager -> Add Roles and Features -> In the Add Feature Wizard, check Desktop Experience -> Install.
2.Go to Services -> Start WebClient service and set the Startup Type to Automatic.
3.Open Windows Explorer -> Right click This PC -> Map network drive -> Enter the path of a site collection in the Folder box -> Click Connect using different credentials -> Finish -> Sign in with correct credential.
4.You could get the UNC path in the Windows Explorer.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.