1. Sign in with your account to OneDrive web - https://onedrive.live.com/about/en-us/signin/
2. In OneDrive, in the navigation pane, select Shared> Shared with me.
3. Find the folder you want to add and click the circle in the folder's tile to select it.
4. Select Add shortcut to My files.
5. Or you can right-click the folder, and then select Add shortcut to My files.
    

After that shortcut appears in OneDrive on the web, Windows File Explorer, Mac Finder, Teams, and in the OneDrive mobile apps.