At some point, you probably used Explorer View on your SharePoint site to move data in bulk.
Many times I’ve seen this taken one step further, and a drive mapped to the SharePoint Library. Interestingly enough, I’ve encountered several issues with this recently, and it took quite a while to actually confirm what was happening. There is a bit of a “bug” in this process, not so much with SharePoint but in the drive mapping protocol itself, that can lead to improper security elevation and false test results among other things. While this sounds scary at first, it is actually fairly innocent as long as you know what you are looking for and how to prevent it.