A Mac has one disk with a name instead of a letter: Macintosh HD, written / in paths. Everything hangs off it, with forward slashes:

On WindowsOn a MacNotes
C:\/Macintosh HD. Hidden from the Finder sidebar by default; Finder → Settings → Sidebar shows it.
C:\Users\you/Users/you, written ~Your home folder: Desktop, Documents, Downloads, Pictures, Music, Movies.
C:\Program Files/ApplicationsEach app is one file that looks like a folder inside.
%APPDATA%, %LOCALAPPDATA%~/LibraryHidden by default. Hold ⌥ and open Finder's Go menu to see it.
C:\Windows/SystemRead-only. You will never need to go there.
D:\, USB drives/Volumes/NameEvery other disk appears here, and on the Desktop if you let it.
Recycle BinTrash, at the right end of the Dock

The Finder sidebar is the Quick access list: drag any folder there. To see where you are, turn on the path bar (View → Show Path Bar); double-click any segment of it to jump there.