This article has more, but the main ponts include:
Set Windows Explorer Startup Location
To change the default startup location for the Windows Explorer Taskbar icon, if you have no Explorer screens open, hold down the Shift key, right-click the Explorer icon, and select Properties.
Or if you have Windows open, right-click on the Explorer icon to bring up the Jumplist, then right-click on Windows Explorer and select Properties.
A common place you might want it to default to is your Documents folder. So to do that we need to enter the following into the Target field.
In this example we want Windows Explorer to open up to My Computer so we entered the following in the Target field.