By taking advantage of the Add to SharePoint Sites tool, your company can create shortcuts between SharePoint and various Microsoft Office applications. Using this tool makes it easier to publish or share SharePoint documents to the SharePoint library directly from other Office applications, to insert files from the SharePoint library into Office documents, open SharePoint library documents in Office applications and easily locate SharePoint documents in Windows Explorer.
Step 1 : Launch SharePoint and open the SharePoint site library with which you want to work.
Step 2 : Click the “Library” tab.
Step 3 : Click the “Connect and Export” group.
Step 4 : Click the “Connect to Office” icon in the Connect and Export group to display the Connect to Office drop-down menu.
Step 5 : Click “Add to SharePoint Sites” to add a shortcut to the currently active library in all compatible Microsoft Office applications.
To remove a SharePoint shortcut, click “Connect to Office” in the Connect and Export group and click “Remove from SharePoint Sites.”
To manage your list of Microsoft Office shortcuts, click “Connect to Office” in the Connect and Export group and click “Manage SharePoint Sites.”
Information in this article applies to SharePoint 2013. It may vary slightly or significantly with other versions or products.
Ref : Chron