In Office 2013, how do I "add a place" that points to a SP 2013 library?

In Office 2013 applications, is there a way of adding a place and setting it to a library in aprivately-hosted SharePoint 2013 site? It's easy to connect to Office 365 SharePoint, but I'm looking for "it's my own server" SharePoint.

This seems to be a huge secret, because after hours of searching, I haven't found any info. It's especially surprising since it took only a couple of minutes to add Dropbox to the Save As and Open menus:
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As a workaround, I can attach a SharePoint library as a pinned folder in Other Web Locations, but it's easy for users to accidentally un-pin it. It's not very permanent and certainly not obvious.