WebDAV is a method of accessing your account via the Web Distributed Authoring and Versioning system.
Select Start -> My Network Places
Double-click Add a Network Place
Follow the wizard, selecting Choose another Network Location such as web site, network location, or FTP Site
On the next screen, it will prompt for Internet or Network Address. Type the following (replacing your website name for example.com):
For an encrypted connection, you can use:
Enter your cPanel username and password when prompted
Save the Network Place and allow Windows to add a shortcut
Voila! You can drag and drop your website files into the public_html folder!