In the Windows File Explorer, on the left side, you have the navigation pane, in which a sections is Favorites, where you can see places like Desktop, Recent Places, etc. If you wish, you can add a folder or Windows Library to this favorites section in Windows explorer.
Add Folder or Library to Favorites Link
To do so, browse to the folder which you want added to this section.
Next right click on Favorites in the left side navigation pane, and and click on Add Location in Browser to Favorites.
Alternatively, you can also use the drag and drop method to do so or re-arrange them.
Go here to know how to add Network Location & other non-indexed locations to Windows Libraries.