I think the first OS with this functionality to be IRIX 6.3 in early 1996. It integrated Netscape Navigator to the 4DWM file manager, and allowed you to browse

I think the first OS with this functionality to be IRIX 6.3 in early 1996. It integrated Netscape Navigator to the 4DWM file manager, and allowed you to browse both HTTP and FTP, and also audio CDs and even audio DATs if you had a DDS drive!