If you have a Mac, see How to connect SharePoint drives in macOS instead
Also see: Why is Pinnacle Migrating Our Traditional Server Drives to SharePoint?
After the move to SharePoint, instead of seeing a Public (P:) drive, for example, you'll see "Public-Documents" under your company's name (Pinnacle Technology Solutions in the example below). You may need to re-pin shortcuts to frequently used documents in Word, Excel, etc., in order to open them after the migration.