Login to office.com via a browser and select your OneDrive.
In the navigation pane, select Shared > Shared with me.
Find the folder you want to add, and click the circle in the folder's tile to select it.
Select Add shortcut to My files.
These shortcuts appear in OneDrive on the web, Windows File Explorer, Teams, and in the OneDrive mobile apps.
Please note that the Add shortcut to My Files option isn't available for individual files or if you have already added the folder to your OneDrive.