From your Office 365 window (or from any Office 365 App (Outlook, Word, etc.), click the 9-dot App launcher menu icon at the top left of the window, then click the OneDrive or SharePoint icon, as desired.
If you clicked the OneDrive icon, you could click “My files” to see your OneDrive files. Any SharePoint files that you have access to can be accessed by clicking folders in the Quick Access section.
If you clicked SharePoint icon, you will see a different view of only files for which you have SharePoint access. You can access them from the menu at the left or by clicking the large icons on the right.