“Web Folders” is what Microsoft calls its WebDAV support, which is built into modern Windows operating systems. WebDAV is an open Internet standard that allows clients on your PC or Mac to access files and folders on a server in much the same way as on the desktop, while actually residing on a remote server accessed via the Web — in this case the server is My Docs Online.  For Web Folders setup instructions please see the My Docs Online Webfolders Page.