Here is a nifty trick to add your SharePoint library under “Favorites” section.
- Open your SharePoint library in Explorer view.
- Right-click on “Favorites” and choose “Add current location to favorites”
- Alternatively, you can just drag and drop the folder icon from the address bar to Favorites. This will add the current document library to the Favorites menu.
If needed, you can rename it even. Once added, this location can be used from Open/Save dialog boxes!