Hi - As stated earlier, Power Apps are not allowed to access device level folders or files in any ways. The link/article you are referring to mentions connecting/picking files from SharePoint folders. You can connect to any document library/list in Sharepoint (online/onPremise) and than navigate to folders inside that doc lib/list.
Even when you use connection to OneDrive it will point to the cloud version. If that cloud version is synced with local drive than indirectly yes you can navigate within that. However directly it wont be possible.
Hope this helps !
Yes, its quite possible to manuplate files on local drive using file system connector. However in most of my client interactions, I have found out that customer are very reluctant in installing on-premise connector due to security concerns. I have done quite a few PoCs on-premise and they are quite successfuly.
Hope this helps.
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