Which OS are you running? On Windows 7, press Alt+V to show the View menu. On Windows 8, click the View tab on the Ribbon. The last icon on the ribbon, Options, has a dropdown to enable the Explorer toolbar.
Usually, the Classic Explorer toolbar is enabled on its own. If the toolbar doesn't show up, follow the steps here:
http://www.classicshell.net/faq/#explorer_toolbar . This is required because of the shared addin model of Windows Explorer and Internet Explorer.
To configure settings for Classic Explorer, you can open its settings from the Start Menu.