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6.1, 6.2, 6.3 or later
Tested on Windows 7 with Nuke 6.1, 6.2 and 6.3.
I tried some python scripts in here to open my Read node in the windows explorer and apparently nothing worked(well at least for me). Here is something Thorsten wrote which is quite helpful and it might be helpful to you.
For your menu.py
nuke.menu( 'Nuke' ).addCommand( 'Edit/Explore Directory', "winExploreDir.exploreDir()", 'shift+b' )