Webdav is kind of network storage. Most common operating systems like Windows, Mac, and Linux supports WebDAV natively. The webdav address is the phTagr URL plus /webdav. E.g. if the phTagr URL is  http://demo.phtagr.org than the webdav address  http://demo.phtagr.org/webdav.

Windows have some problems with WebDAV and the Digest authentication schema, you should setup phTagr with a secure connection via SSL. It is anyway the better solution to upload the files securly via SSL :-) With SSL Windows, Mac and Linux are running properly.

For Windows following sites describe how to access WebDAV storages

Please Note: WebDAV does not work with suPHP module. suPHP does not support HTTP Authentication Header which is required for WebDAV support