This is how to add a folder on a company server as a drive (e.g. Z:) in File Explorer. Access only works on the company network or via VPN.
Steps
Open File Explorer (Windows key + E).
On the left, choose This PC and at the top click … › Map network drive.
Choose a free drive letter, e.g. Z:.
Enter the path, e.g. \\servername\share. Support will tell you the exact path.
Turn on Reconnect at sign-in. On devices outside the company domain, also turn on Connect using different credentials.
Click Finish. If asked, sign in with domain\firstname.lastname and your password.
Note: On company devices joined to the domain, no additional sign-in is needed.