To Sync a SharePoint site to your desktop follow the below steps. NOTE: This feature works best when you sync as few sites/folders as possible, Microsoft recommend only syncing the files you use for 99% of your daily tasks. Other files / folders should be accessed via the web browser. There is a limit of approx 280,000 files that can be synchronized.
1) Please ensure you are signed into OneDrive with your Office 365 account, see below screen shot. If OneDrive is not by your clock please search the start-menu for 'OneDrive'
2) Once signed in, navigate to your share point site via web browser (there may be a shortcut on your desktop for SharePoint) - once in the document library, please click Sync and accept the popup
3) Your Library will now sync, it can take up to 30-60mins the very first time. It will show in windows file explorer similar to the below. A Status column will show a cloud icon to indicate its sync'd.
Pay attention to the status column of files, this shows you your sync is working, see below guide for icons