Sign into https://office.com
Open Sharepoint site and click on a site you have access to (e.g. https://pgsklallamtribe.sharepoint.com/sites/PGST-Announcements/Shared%20Documents/Forms/AllItems.aspx). Click on Add shortcut to OneDrive.
You will see a notification
Go to your OneDrive and you will see the shorcut.
To remove the shortcut in OneDrive.