Follow these steps when you want to be able to access MS Teams files and documents via the Windows File Explorer interface.
Step-by-step guide
Navigate to the channel in MS Teams you want to link (sync).
Click on the Files tab
Click on Open in SharePoint button:
From the SharePoint menu click on Sync:
You should see a screen like this:
The OneNote icon in your system tray should show a circle arrow on top while it is syncing:
Once it's synced, you can interact with the folders in your File Explorer:
You can also use the Sync button directly in Teams, but if there are a lot of files in your location, going through SharePoint is a lot faster.