I can't connect the network drive when I enter the address directly in Explore.

If you enter the address directly, it is not displayed the Wizard to confirm the credentials from Windows 10 ver.20H2.
(There is possibility that trouble occurs when you connect to ShareFolder or the download server. )

Because of this, please add the Windows credentials from network drive or credential manager.

Please add credential manager how to launch from control panel or run the specified file name, launch as "control.exe /name Microsoft.CredentialManager" and add the Windows credentials.