Copy the path to the folder in your clipboard:

Highlight the path in the address bar and hit the rightmouse button on this path - then select Copy

Now hit the rightmouse button on 'This PC' in your Explorer window:

A new windows will pop up:

Select a drive letter.

Paste the path that you copied in the Folder box.

Make sure that 'Reconnect at sign-in' is checked.

Hit the Finish button.