If you attempt to open a SharePoint document library in Windows Explorer on a server, you’ll probably be greeted with the message “We’re having a problem opening this location in File Explorer. Add this web site to your Trusted Sites list and try again.”
In order to view the library in Windows Explorer you need to enable the Desktop Experience feature on the server. On Windows Server 2012 open Server Manager, then click on Add roles and features.
In features, expand User Interfaces and Infrastructure and tick Desktop Experience. Complete the wizard and reboot to enable the feature.
Richard Skinner 
Excellent, concise and clear summary and solution. Thanks Richard.
Pingback: We’re having a problem opening this location in File Explorer. | SharePoint Gossip