There could be times you need to open a document library with Windows Explorer. Some things you must know before this will work is:
- You must be using Internet Explorer 32bit (not 64bit)
- You must have the WebClient Services running (services.msc)
- You must have your sites added to your Trusted Sites Zone
Open up your SharePoint site and navigate to the SharePoint Document Library you want to open & choose "Library" in the ribbon
Once you click the library tab on the ribbon, you should see "Open with Explorer" down under "Connect & Export"
Once you click Open with Explorer, a windows explore window will open up. You can now repeat this process for another document library if you want to move files from one library to another or you can upload files from your local machine to the explorer window to upload files to SharePoint.
The Open with Explorer feature has had a lot of issues. 99% of the time, its local network issues. Anti-Virus, Local firewall, or router issues. As long as you have the sites in your trusted sites, the servies running, and you are using the correct IE, it should work. If you have issus, you can search http://community.office365.com for additional help. The better way to do this now in SharePoint 2013 is with SkyDrive Pro sync. If you have the minimum specs to run Skydrive pro, I highly recommend using Skydrive Pro over Open With Explorer.