This is a requirement to be able to work with the Explorer View, add network mappings to SharePoint and such. Because of this, you will need to enable this on your dev environment.

Press Q and start typing "Server Manager"
Click Add roles and features and then click next until you reach the Features tab.
Expend the node User Interfaces and Infrastructure (Installed) and check Desktop Experience.
Windows will also ask you to install Ink and Handwriting Services, which is a requirement, so click Add Features.
Click Next.
Click Install.

More Info

Please refer to the Creating a SharePoint 2013 Dev Environment for more info: