Hi,
the request is explained in the attached image
+1!
Come on just paste the path in the file name field and press enter. I even do this with network drives and it works. It is just a File Explorer after all…
Psmarios, thanks for this! 
Basic windows navigation knowledge,
You can also create shortcuts on the left hand side, or on your desktop, or jumplists or recent folders or…
There are a MILLION ways already to navigate quickly to recent locations. Has nothing to do with Cubase IMHO