Just thought I'd post this...
On my system I have the following program saved in _cmd/shex in my starting directory:
0010 ENTER x$,ERR=*NEXT
0020 LET x$=STP(x$,2)
0030 IF x$="" THEN LET x$=LWD
0040 INVOKE "explorer "+x$
0050 END
This allows me at PxPlus command line to simply enter shex or shex directory and to have the Windows Explorer open.
You could also put this in *cmd/shex for system wide usage.
Note: It would need some tweaking to work under WindX.