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This video shows how to open a library on a SharePoint site in File Explorer and then drag multiple files to a library on another site. First, we show how to do this when you have all the latest software. Then we show an alternate way to do this when you have previous versions—for example Windows 7, Office 2010, and Internet Explorer 9.
Note Using File Explorer to move SharePoint files does not preserve metadata, such as the original creation date, unfortunately. If preserving the original file metadata is important to you, consider searching the Office 365 Marketplace for a file migration solution available from one of our partners.
For additional help with Open with Explorer, see Troubleshoot the 'Open with Explorer' command in Microsoft SharePoint Online in Microsoft Office 365 or search the Office 365 Community forums.