My preference is to always have File Explorer open. Useful for making a quick folder, copying/moving data into a Pro project folder so it can be added to the *.aprx, rather than navigating to a different location and breaking the 'relative' path associations. And for a quick, right-click on pdf, 'open with' to select the app you want to open the pdf with (avoid double-clicking to open a file... it is a bad habit... 'open with' is better for many file extensions)