One thing to look into, is to make sure the WebClient service is installed and running. While this was on by default on our work-issued laptops, it was not enabled on the VMs we deployed Blue Prism on. I had to go through and install some missing Windows features to get it enabled.
Fair warning though, the connection will need to be refreshed on reboot. For sake of persistence, you'll probably want to make a network drive reference to the Sharepoint location. Then on logon, kick off a batch file containing ""start z:\ or whatever your network drive letter is.