The project window is the simplest of the main windows. It is a file navigator, like Finder on mac or Explorer on windows. It shows us our assets, and it allows us to select them for various purposes. Like adding an asset as a property on a component, creating a Prefab, or even quickly creating gameObjects.
The project window has a host of features that let us organize and search through our project. The quick search is a personal favorite. It supports filtering, and saving complex searches as “favorites” to quickly access again.
See all of the keyboard shortcuts that the project window supports on this page in the unity manual.
You can right click on the project window and select “Show In Explorer” or “Show In Finder”