Many locations in SharePoint can also be accessed directly via Windows Explorer (file manager). To do this simply navigate to the location you desire.
Then click the Library tab in the top centre of the window (to the right of documents in this case).
This will reveal the command ribbon as shown.
To the right hand side of the ribbon, under the Excel icon you should see an icon that appears as a computer and folder as shown above. If the icon is greyed out it probably means you are using a non IE browser. Such interactions with Windows requires viewing SharePoint in Internet Explorer.
Once you click this icon, and wait a few moments as Windows Explore is launched, you should see a list of the items from SharePoint displayed.
You can now drag and drop as well as work on these files directly as you would any other normal file in Windows.
Beware that one of the down sides to using Windows Explorer to manage files in SharePoint is that additional columns (metadata) are not active.