Shared folders you've added to your OneDrive appear in the OneDrive website in your Files view.
If you use the OneDrive sync app on your computer, you can sync the folder to your computer. On a Windows PC, find the folder in Windows Explorer; on a Mac computer, use the Finder to locate it.
Notes: If you have the OneDrive sync app but the shared folder does not sync to your computer, you might have selective sync turned on. This isn't common, but to fix it, go to your computer's system tray (if you use a Mac, go to the menu bar) and find the sync app.
Select the OneDrive cloud icon.
Select More > Settings.
On the Account tab, select Choose folders, then check the boxes of the folders you want to sync.