Step one
First, log into sshfs through the command prompt.
Step two
Next, open up file explorer on your taskbar.
Select This PC from the left pane.
Once you are in "This PC", click the three dots at the top.
After you click the 3 dots, numerous options will pop up. Once you are on this screen, click "Map Network Drive"
When you get to this page click "Drive" and choose a letter. Any letter is fine, I only used Y for the sake of the tutorial.
The final step is to sign in with your domain credentials.