Ok for all those guys out there to whom Explorer is only a role in ED:
You can simply go to the directory designated as your steam library with the Windows explorer (or the finder for the Maccies) and drill down until you find EDLaunch.exe. This is your starter portal.
As for buying things: just don't go to the store from in game but just go to frontierstore.net, login and buy whatever you like.
Steam would still get their share of the profit though, regardless if you use it to launch the game or buy cosmetics. Once your account is tied to steam they'll always get money for it.