In general, from Windows or any MS Office product, you can access SharePoint resources from Windows by typing in the full URL, but with forward slashes replaced by backslashes (i.e a full Windows share name):
For example, to get to the Shared Documents in this Resources site, you would type:
This is a very easy and fast way to upload multiple documents to a library. It’s also how to force a wiki library to hold something other than a wiki page, e.g. an image or other resource file, so you don’t have to put them in a separate location.
All MS Office products are SharePoint compatible and can directly interact with SharePoint resources, e.g. can edit documents directly from SharePoint without saving locally.
Editing directly from SharePoint works very nicely because the latest version is always available to everyone, plus, if versioning is turned on, there is a degree of safety added.