Your new system appears to be relatively normal. Let’s consider the fact that when you open Windows* Explorer or different folders, you are accessing the contents of the hard drive and Windows* itself which is also stored there.
Usually, the hard drive is the bottleneck of any modern system regardless of the processor clock speed. It is possible that your drive is fragmented, your friend has a SSD or better performance HDD, or even something related to the SATA controller you are using such as the SATA mode or its driver. You may try defragmenting your drive and updating the SATA controller driver, besides that, the AHCI mode is always better than IDE but if you want to change this setting in BIOS you will also need to reinstall the operating system.
These are optimizations you can try but keep in mind the improvement may not be noticeable. General temperature issues affect performance as well so you may want to keep an eye on it. A SSD would definitively improve Windows* and data access; however, it is something that you may need to consider.