1.Open and log in SharePoint site collection with administrator account in the IE.
2.Get the address of the SharePoint site collection.
3.In the Internet Explorer, add the SharePoint site collection to Trusted Sites.
4.File Explorer -> Network -> Map network drive -> Connect to a web site that you can use to store your documents and pictures -> Paste the address in the Internet or network address box.
A reference about how to map a network drive: https://support.microsoft.com/en-us/office/map-a-network-drive-to-a-sharepoint-library-751148de-f579-42f9-bc8c-fcd80ccf0f53
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