You can set up Sync the files in your Microsoft 365 or SharePoint site libraries so they’re always available on your computer, even when you’re offline. To sync your SharePoint files and folders, follow these steps:
When you log into sharepoint it will show you a "home" page looking something like this.
Select "Documents" from the left menu.

You can access files here or you can press "Sync" to synchronise to your desktop.
