Hi,Joel! I'm Luis, a fellow Microsoft Community Member . Thanks for reaching us out here.
I recommend you use the Folder Marker Free App that mimics that Mac functions. I´ve been using it for years and quite like it :)
https://foldermarker.com/en/download/
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.