Connect my bucket as a Network Unit in Windows Explorer

This is not supported natively with S3. You have some options though to make this happen.

You can leverage a Storage Gateway: https://aws.amazon.com/storagegateway/ But it has costs of hosting the EC2 instance to get the file share and administration of such.

Or you can use some third party software like CyberDuck to mount it as a drive: https://cyberduck.io/s3/