Please follow below steps to enable "View in File Explorer" feature in the Edge.
1.Ensure that Windows instances are joined to a Microsoft Active Directory domain, Windows 10 Pro, or Enterprise instances that are enrolled for device management.
2.Enable the ConfigureViewInFileExplorer policy for Microsoft Edge that allows URLs with the viewinfileexplorer: scheme to open WebDAV URLs in Windows File Explorer.
(1)Download the Microsoft Edge administrative template at Download and deploy Microsoft Edge for business.
(2)Open the downloaded folder -> windows -> adm -> en-US -> copy the msedge.adm file to the desktop.
(3)Open the Group policy editor -> Computer Configuration -> Administrative Templates -> Right click -> Add template -> Add the msedge.adm file in the desktop.
(4)In the Group policy editor -> Open the Microsooft Edge -> Find the Configure the view in File Explorer feature for SharePoint Pages in Microsoft Edges policy.
(5)Enable the policy and add this Group Policy value: [{"cookies": ["rtFa", "FedAuth"], "domain": "tenant.sharepoint.com"}]
Note: Change the value with your tenant name.
(6)Open the Windows PowerShell, run GPUpdate.exe /force.
3.Close the Edge then re-open it, go to the SharePoint online document library, then View in file explorer.
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