I'm sure it would be easy to write a simple standalone plugin for Windows or Linux to support this feature.
Another way would be to use my ShellExtensions plugin: I just committed right click support for projects in the project pane. That means that you can add arbitrary shell commands to the context menu that appears when the user right clicks on a project. The ShellExtensions treats a right click on a project as the equivalent as clicking on its directory allowing you to execute commands that will substitute the project directory name for the variables $dir or $path .
You could use this new feature to add "Explore Directory" as a right click option by going to Settings -> Environment -> ShellExtensions -> Click "New" -> Set Name = Explore Directory, Set Command = explorer $dir, Set Menu Location = ., Set Context Menu Location = Explore Directory -> Click OK
This would also work on Linux in Gnome/KDE substituting explorer for nautilus or konqueror etc
EDIT: I could also add the option to display the project directory in the ShellExtensions plugin's builtin File Manager