If you wish to connect to SharePoint Sites and/or Site Collections then select SharePoint Site or Site Collection follow these steps:
1.Start by selecting the SharePoint option under the Connect To tab in the Ribbon.
2.A window similar to the one shown below will be generated. In the Name field, enter a folder name. In the Type field, select SharePoint Site or Site Collection (On-premises of Office 365) as your Type. You have the following options when completing the URL portion of this screen, skip ahead to step 5 if you know the URL of your Central Admin site. If you choose to use the Discover Site Collections button, then continue to step 3.
3.If you do not know the URL but have access to Central Administrator for your SharePoint Farm, you can view and select from a listing of all available site collections by pressing the Discover Site Collections button. In the presented window enter the URL for Central Administrator portal (and if necessary the credentials) and click Connect. Once you are successfully Connected to Central Admin URL, select the appropriate Site Collection and Click Next to continue.
4.Select the Site Collection which you wish to connect to, and click Ok.
5.With this connection type you are given the option to select the following:
oLoad Entire Sub-Site Structure - Will load the entire sub-site hierarchy below the current site. To expedite the loading process, no additional objects will be loaded into the sub-site. You may double-click on any sub-site to load its objects individually.
oLoad Entire Sub-Site Structure and Objects - Will load the entire sub-site hierarchy below the current site along with all their objects.
NOTE: this may be a lengthy process depending on the number of sub-sites in this location and is only available for this connection type.
6.Click Finish to connect to the specified SharePoint Site or Site Collection.
7.The operation will start to run, connecting to the SharePoint Site or Site Collections which you specified. You will be notified once it has completed, click Ok.