Office 365 allows us to create 'Team Sites' for Shared document areas.  You can access these sites by logging into the with your full email address and password and click on Sites.  Any 'Team' you have access to should be listed with a link that will get you to the document area.  However; you may also want to sync this Team Site Library with your computer to allow for offline access or ease in saving while working with desktop applications.  

The link below is provided by

Sync a SharePoint site library to your computer