The jump list was a UI feature introduced in Windows 7 that many people use daily. These lists extend the functionality of the taskbar by allowing much quicker access to specific files and folders on a per-program basis.
The Windows Explorer (not to be confused with Internet Explorer) jump list does allow for “pinning” specific folders directly to the list for fast right-click access, however the way to go about that isn’t exactly straightforward. See video above for details on how to pin your favorite folder locations to the Explorer jump list.
Windows Explorer not in your taskbar?
If you’ve previously removed the Explorer from your taskbar, it’s easy to put back there. Click Start/Windows Logo and launch “Computer.” You’ll see the yellow folder appear in the taskbar. Right-click the yellow folder and choose to pin it. Then you can set up your pinned folder locations to the Explorer jump list.

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Thanks for this – but you could have conveyed the important part in about 10 seconds or one paragraph, instead of a 1:20 video.
Specifically, just right-drag a folder to the taskbar, then release when you see “Pin to Windows Explorer”. Done.