In the latest version of SharePoint when you login to the portal, you will have feel like you are using File Explorer and you don't need such feature. However, in case you are referring to ability to Sync files, then you may try use OneDrive and Sync your device's folder with SharePoint through OneDrive and you also have ability to drag and drop files inside Microsoft Edge from your File Explorer.
Update to SharePoint: Opening with Microsoft Edge
Beach, Virgil (BHS)
6
Reputation points
With Internet Explorer going away and being replaced with Microsoft Edge, will there be an option to open SharePoint folders via MS Explorer while using MS Edge (I saw a post from 2013, but it wasn't helpful)?