(Thanks to Joachim Feise for corrections to this section regarding Windows 2000, which I don't have access to.)
In Windows, you access DAV folders via a technology called either "Web Folders" (for Windows 98, Windows ME, and Windows NT), and "Network Places" for Windows 2000 and Windows XP. Apart from the name change, the only other significant difference is where the "Web Folders" or "Network Places" icon can be found.
This page's screenshots were taken in Windows 98; there may be some slight differences between different versions of Windows, but they should be functionally identical.
All recent versions of Windows have this technology built-in; users of early Windows 98 versions and Windows 95 may need to install it via an update to the Internet Explorer browser, which is described below.
If you're using Windows 98 or NT, double-click the "My Computer" icon at the top left of your desktop, and if you're fortunate, you'll see an item called "Web Folders" right there in it, like so:

If so, then everything you need to use Web Folders is already installed!
Note: Beginning with Windows 2000, Microsoft renamed "Web Folders" to "Network Places," and moved it out to the desktop instead of keeping it in the "My Computer" window. All of the functionality is exactly the same as what is described below for "Web Folders", so if you're using one of the newer versions of Windows, and see "Network Places" instead of "Web Folders", carry on - all of the instructions below still apply.
If not, then you need to upgrade your Windows installation; Web Folders is a free extension to Windows, but requires Active Desktop and the latest version of the Internet Explorer browser.
If you already have Internet Explorer installed, check the version (Launch it, and then select "About Internet Explorer" from the "Help" menu). If it is less than version 5.5, upgrade to the latest version. If you do not have it installed at all, download it and install it. The Internet Explorer download page (for installing OR upgrading) is http://www.microsoft.com/windows/ie/default.htm.
Once the latest version of Internet Explorer is installed, you can activate Web Folders by customizing the install. There is a good explanation of how to do this at http://www.infinisource.com/windows98/ie50-121.shtml. Follow those instructions to get Web Folders installed on your machine, and then continue with the steps below.


After you click "Next", your computer will try to contact the server. You must be online for this to succeed.

Check "Save this password in your password list" if you want to be able to open the web folder shortcut without retyping your password each time. Be aware that there is some security risk involved in doing this, as anybody who has access to your computer could also access your web folder.

This is the name of the Web Folder as it will appear from now on in your Web Folders window.


An example of what a Web Folder looks like is:

You can drag and drop into and out of this window just like any other window, to upload and download files.
That's it!
Note: Windows XP appears to have a bug which sometimes prevents Web Folders from working. For more information, please see the Troubleshooting page.