How to create a “web-folder”?

How might I create a folder that automatically sychs with my website’s directory?

I mean, how do I make a folder that has all of the stuff that’s in my / directory?
Maybe a way to do it through FTP?

Depending on how you interpret that question, I’d say you probably want something like expandrive that maps your webroot as a network share: http://www.expandrive.com/

However if you mean something like a local folder that syncs on modification it might be a bit more tricky under windows.