Since you can map a document  library to a drive letter, you could use
that capability for this.

But the question is why would you want to? If you want a copy of a
document that is in one SharePoint library  in another library you would
be better off going to the source library and using the SendTo -> Other
Location entry on the context menu for the document. Although this is a
bit more difficult since you need to type in the destination Url it has
the additional capability to establish a link between the source and
target document. You can then update the target(s) at any time by going
back to the source document and using the SendTo -> Existing Copies
entry. This allows you to work on a draft of a document in one library
and then forward Published versions to one or more other libraries as
necessary.