1) From your preferred browser log in to your Office365 account or click on a link or a shortcut for your SharePoint site.
2) On your SharePoint, select the site you would like to sync to your PC:
3) Once on SharePoint, go to Documents for that Site:
4) From there, click on Sync and you should be prompted to open the “link” with OneDrive:
5) Once you click on Open you should be able to see the library syncing:
And finally, you should be able to see your library synced along with your OneDrive and the rest of your Files: