WebDAV stands for "Web-based Distributed Authoring and Versioning". It is a set of extensions to the HTTP protocol that lets users collaboratively edit and manage files on a remote web server.
This post summarizes the ways to open WebDAV folders:
1. WebDAV plug-in for Total Commander: http://ghisler.fileburst.com/fsplugins/webdav.zip
2. It's possible to use Window's built-in support: My Network Places / Add Network Place
3. Another option to use IE: File -> Open and check the "Open as Web Folder" checkbox.