I wrote this comment in another forum, maybe it will help you: "If you want to open any of the folders of the file explorer in a new tab you have to hold down the control key and double click on the folder or if you want to open multiple tabs of the file explorer you can click with the middle mouse button on the file explorer icon in the taskbar, you can also open the Start menu and click on the file explorer shortcut on the left, always keeping the control key pressed, there are several ways to do it," AFAIK you can't save the sets yet, it can be done in the future.
You can: 1. Open File Explorer then on File Explorer icon in the Task Bar right click / ctrl + File Explorer (contextual menu) 2. Open File Explorer then on Quick Access on left column (or any other folder even in the right column) right click / ctrl + open in new window