1.On the dialog “Run” prompt from start menu, keyed “gpedit.msc”, then “Group policies” setup window shows up.
2.On the “Group policies” setup window, take turns to open “Local computer policies—User configuration—Administrative Template—Windows components—Windows explorer” option.
3.On the right side setup window, choose the option “Prevent visiting driver from ‘My computer’”, right click the option and choose “Properties”. Next setup window “Prevent visiting driver from ‘My Computer’” appears. Notice there are three options, separately are “Unconfigured”, “Enabled”, “Disabled”.
4.After we choose “Enabled”, a dropdown list of drivers would appear below, if you hope to limit certain drive, just choose the one.

For instance, we limit drive C, just choose “Only limit drive C”. if you hope to close all drives, including DVD-ROM, then we could choose “Limit all drives”.
After setup finishes, open the drive again, then a prompt disabling opeing drive would pop up. And we cannot view the catalog of the drive even use DIR command, Run dialog or mirror network drive.