We have a SharePoint 2007 installation and I am running on a Windows 7 machine with Outlook 2010 and Internet explorer 11.
When I am in the "Shared Documents" the "Connect to Outlook" menu item was not displayed and selecting the "explorer view" from the view menu on the right would give me the following error:
your client does not support opening this list with windows explorer
This was true regardless of which browser I used (IE 11, Chrome).
I searched all over and tried multiple things "WebDAV client", "WebClient Service disabled" etc. None of the solved the problem.
If I signed myself in on another machine I could see the menus so I suspected it may be the browser version. I tried opening developer tools and switched to IE7 on the emulation page and Voila! it worked!!
I still cant bring myself to say I like IE7 :-)