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Hope you're well;
I am trying to connect my SharePoint site folder via Connect to Office. Nothing happening. I am using IE 11. How do I solve this.
It seems to be a known issue. There are two user voices about this issue, you can vote them.
Fix "Connect to Office"
Getting back Connecting with Office
As a workaround, you can temporarily use Recent Folders of Save As.
Required, but never shown