Can Confluence function like this:
Its sounds like you are trying to replicate SharePoint Online functionality with Confluence.
That works for SharePoint because document libraries essentially work like folders and files. However, in Confluence each attachment is associated with a wiki page - while a page acts like a folder, its a different approach to document management. Pages generally provide context for attachments - you don't get that in SharePoint document libraries. e.g. if someone comments on a page, you won't see it in file explorer on your computer.
However, there are add-ons that will let you connect Confluence with other cloud-based file and sync solutions, so you could certainly try to replicate some of what you get with SharePoint.
Although WebDAV isn't available in Cloud:
Due to changes to our Atlassian Cloud infrastructure, it's no longer possible to view or manage pages and files in Confluence Cloud using WebDAV.
On Cloud? No.
On Server? Probably, but why wouldn't you just use a file server?
As mentioned in the other answers, Confluence is not SharePoint or SharePoint-like (despite the fact that Microsoft and Atlassian seem to think SharePoint and Confluence are competitor products when in reality they're completely different). There may be some convoluted way to do what you want but Confluence is entirely the wrong tool to use as a mapped file store.
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