Nautilus is the file explorer in Ubuntu. One keyboard shortcut to open it is Win + 1. This will only work if Nautilus is locked to the Launcher and it is the first icon below the Dash icon.
Another is to just use the Dash. Press the Win key, which opens the Dash. Now type the letters of the word nautilus until it appears as the first icon in the search results and then press Enter.
Tried with: Ubuntu 12.04.1 LTS