How to download files/folders from Office 365 SharePoint?

I am very new to SharePoint and am attempting to download a folder of contents so that I can work with the material offline.

I have been reading and trying various methods, such as attempting to map a network drive to the corresponding folder.

I have read a few references to enabling Explorer view through a ribbon menu. However, I do not see a ribbon, nor do I see how to enable it.

The traditional view of the site is this URL:
https://mycompany.sharepoint.com/sites/sharepoint/Support/Technology%20Resources/IT%20Docs/Forms/AllItems.aspx

I read that part of the drive mapping process requires formatting the URL appropriately:
https://mycompany.sharepoint.com/sites/sharepoint/Support/Technology%20Resources/

When attempting to map it as a network drive, it errors out:

The mapped network drive could not be created because the following error has occurred:

Access Denied. Before opening files in this location,  you must first add the web site to your trusted sites list, browse to the web site, and select the option to login automatically.

I have confirmed that the site resides in my Trusted Sites list. I don't know where to navigate in order to select the option to login automatically.

Any assistance to achieving my objective of being able to download the content would be greatly appreciated.
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djhathAsked:
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Ajit SinghConnect With a Mentor Commented:
Open IE -> Go to ‘Internet Options’
Select ‘Security’ tab -> Select ‘Internet’ Zone.
UnCheck the box for ‘Enable Protected Mode’

Get in detailed here: https://blogs.technet.microsoft.com/sharepoint_made_easy/2013/03/20/map-network-drive-webdav-with-sharepoint-online-o365/

Also, Microsoft have a general purpose troubleshooting guide for mapping network drives to SharePoint Online here: http://support.microsoft.com/en-us/kb/2616712

Hope this helps!
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Walter CurtisSharePoint AEDCommented:
Make sure you are using MS Internet Explorer. This will not work with Chrome or Firefox.
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