One of the nice things about SharePoint is its ability to integrate nicely with all things Microsoft, in the older version of SharePoint one of the more prominent features of this was "Browse in Explorer", this would open your site in an Explorer window within Windows much like you do when Browsing your 'My Documents' on your local machine etc. So as you can imagine was a really easy method of creating backups and or copying files back and forth.
However the new version of SharePoint 2010 (updated Tulip) doesn't have this feature as prominent which is both a good and bad thing, bad because if your used to creating backups via this means then at first glance it seems to not be there. But good in the aspect that Microsoft are aiming their system at all users not just Microsoft Windows users, so all you Linux and that other fruit based operating system users can get a piece of the SharePoint love!
So How do I get to View my files in Explore View?
Simple! I'm going to make the assumption your using a Windows Based computer and are using Internet Explorer, if not then please do as this wont work otherwise. Go to the document library your wanting to view (for this example I'm using my SharePoint based E-Portfolio system for Midwifery Students):
You should see the magical ribbon listed along the top... you know the standard ribbon which Microsoft seem to think everyone's familiar with and love... obviously I'm very familiar with it and indeed do love it... in all fairness at least they've chosen an idea and gone with it.... much like this. Ok in this ribbon you should see "Library Tools" Select sub heading "Library" (as marked in the above image).
This will change the ribbon to the following image from it about in the middle of the page you shoudl see "Current View:" with a drop down menu underneath. From the drop down menu select "Explorer View".
You'll have to wait for a bit as it does its thing, I'd imagine there's a fair amount of authentication involved in this task hence the delay anyway as if by magic your documents will view in Explorer View:
I've not tested this at home yet (as my home laptop is run by fruit) but it works on my works computer which is running Windows 7 and is on the Uni network so it might not work if your on XP or Vista (please let me know if it does).