Hi @Service Line
Yes, you could link SharePoint to Folder in your server.
1.You could set the SharePoint site as trust site first:
IE browser settings> Internet options> Security> Trust sites> click “Sites”> Add the website to the zone
2.Right click “This PC”, select “Map network drive”
3.Then click the link I label with red frame> choose a custom network location> enter the site URL> type the folder name
4.Finally you could see this folder in This PC:
As to the second and third question, per my test, the short answer is no.
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