While SkyDrive needed complex folder mapping to be accessed from your computer's file system in the past it is now possible to download a desktop app from the Microsoft website: http://windows.microsoft.com/en-us/skydrive/download
Scroll down and click the Download the desktop app button to start downlowding. Install it afterwards by double-clicking the executable:
After the installation your SkyDrive folder will be placed in your User's folder by default: