A feature i use a fair amount is the Open with Explorer option from a SharePoint document library, this was always available (and still is) on the classic document library view in the Library tab:

However, now most of the sites are using the modern view its quite laborious to have to switch back to that each time so to accomplish this from the modern view directly its in a slightly different place.  Click “All Documents” in the top right hand corner of the library and choose “View in File Explorer” from there – voila!

Currently this still only works in Internet Explorer.

Hope it helps!