"Open with Explorer" is no longer possible: Microsoft has blocked access to Office 365 apps like SharePoint Online for IE11.
- Use OneDrive for Business client
- Use Edge (see here)
This does require a config change of SPO and config of the Edge clients.
- Use 3rd party apps (e.g. here and here).
Some of these apps offer 95%+ of the original Windows Explorer functionality.
- Use client-side tools that extend the functionality of Windows Explorer. Not an option if you also need to cater for macOS users.
- Last and not least: adopt the new way of working from Microsoft by using the browser interface.
The most suitable alternative depends on your requirements and target audience.