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Go to OPTIONS, Files tab, click on Support File Search Path, go to the right and use Add, then browse to that folder.
Exit Autocad and restart.
It can be done with autolisp.
Make a Kinsert.lsp and add it to Startup Suite in APPLOAD
Code:
(defun c:Kinsert ( / )
(startapp "explorer" "k:\\ico\\civil")
)
and go to CUI, Toolbar, make a button, in its macro put in: Kinsert
After it popup, drag the drawing into your drawing area.