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Hi Cian,
You can use OneDrive sync client to sync your SharePoint document library to your local system or map the library to a network drive. This way you can directly open the library from windows explorer.
For your reference: Ways to work with site library files in File Explorer
Here’re the articles which will help you get started with the new OneDrive sync client:
Get started with the new OneDrive sync client in Windows
Sync SharePoint files with the new OneDrive sync client
Thanks,
Neha