Sometimes you may need to do some actions on a folder that you cannot do from within Git Winch. You can use this pop-up menu item to directly take you to the same folder in Windows. Once there, you are now free to do whatever you would do with that folder in Windows.
Caution
The only caution is that you should ideally not delete or rename the folder that is under the Work folder as it can make Git Winch unstable. Do all those changes into those folders (such as renaming the folder or deleting it) when Git Winch is not working.