Open the Explorer on your computer and look for the item "This PC", click on it with the right mouse button.
Select "Add network address" and then click "Next".
Now select "Select a user-defined network address" and continue.
Now paste the network address you copied before into the field and click "Next".
Then enter your myCloud username and the previously created password for WebDav (not your normal myCloud password).
Now myCloud is directly integrated into your Explorer via WebDAV and appears on the left as an independent network.