Whilst SharePoint has benefits there are limitations, for example some programs will not let you browse to it to access a file (GalaxKey is one, SIMS is another)
In this case we can add a SharePoint document site to appear similar to how OneDrive can appear in Computer as though it is a local folder.
In the picture on the left you can see
OneDrive – Beckfoot
In the picture on the right you can see
Go to the Documents section of the SharePoint you want to access, and you will see a Sync option
Clicking it will bring up a confirmation dialogue – click Open
You will see three different icons under Status to show if a file has been downloaded locally (green tick) or is being accessed through the cloud (cloud) or is being updated (circling arrows)