We were successful at having WebDAV access to a Sharepoint Site on Office 365.
The issue is that this only works after the users clicks "Open in Explorer View" at least once. Then when the session runs out (sign out + restart) accessing via Microsoft explorer will stop working for authentication reason.
I've found the awesome Powershell script http://www.lieben.nu/liebensraum/onedrivemapper/ and it works fine with the personal onedrive space.
Any idea how we can authorize windows without having to click "Open in Explorer View"?