Sharing the steps below for the same:
Note down the document library’s site path which needs to be mapped as a network drive.
Open File explorer, Right click, Select – Add Network Location
Click Next, and select option – Choose a custom network location, select Next.
Enter the SharePoint site URL. Click Next
It should prompt for credentials to connect to the SharePoint site. Enter Administrator credentials along with domain name.
It will ask for a name to be provided for this network drive location. Provide a custom name e.g. Finance Site.
It should now open the mapped drive location along with lots of folders. These folders represent all the lists and libraries contained in this SharePoint site.
You should also be able to view the Document library here.