Mapping SharePoint Site/Folder to a network drive is only available with Windows Explorer. This won’t work with Edge or any other browser.
If your SharePoint URL
And the name of the site MySite (could be blank as it’s the root of SharePoint), and the folder on the root to map called Compliance.
1- Go to Control Panel, Internet Options and add that site to Trusted Site list.
2- Open Internet Explorer, login to the share point site and save password on log in.
3- Map the network drive to the Compliance SharePoint folder using the following format
In Explorer choose to Map a network drive, choose a drive and point it to