
I need to do the same thing and with the use of Notepad I achieved this. Not quick but it works without any specialised IT knowledge.
I went to the document library I wanted to open in File Explorer.
Using the COG went to Library Settings and in here I could see the Web Address, which I highlighted and copied. I could not copy from the address bar as it converts all the spaces to "%20"
Inside Notepad I pasted this web address and it will look something like this:
http://Yoursharepointtype.with.its.address.here/sites/sitename/possiblesubsitename/Shared Documents/Forms/AllItems.aspx
I then deleted the last 2 items: /Forms/AllItems.aspx
I then copied the remains, opened File Explorer and pasted this into address bar and hit return.
This open what I needed.