One of the challenges involved in dealing with Microsoft Windows is describing the many objects in Windows - and some objects, though named, do not show a name when they are seen on your screen. Windows Explorer (not to be confused with Internet Explorer) is one of these objects.
Windows Explorer is the applet used to view objects, on your computer and on the network. Windows Explorer does not label itself as such, because its title bar will always reflect what objects it's displaying. A window labeled "My Computer", "My Documents", or "My Network Places", for instance, is an instance of Windows Explorer.
You can start Windows Explorer from any of several ways: