It is not possible to map a drive letter to an SSL-Explorer resource. However, permanent shortcuts can be made in Windows by using the Network Places wizard, or simply by dragging a shortcut to a resource from the Webfolders view. These processes are detailed in the SSL-Explorer Reference Guide.
A drive mapping facility is available with SSL-Explorer: Enterprise Edition. You have the ability to map Windows drives to any type of network resource supported by SSL-Explorer including SFTP servers.