OneDrive for Business: Add folder link to OneDrive
OneDrive offers the ability to link SharePoint and Shared Files/Folders directly into your own OneDrive folder. This makes it easier to access shared locations and ensures they remain synced across all of your devices where you have signed into OneDrive.
- Click the blue cloud icon in your system tray
- Click view online (log in if needed)
- On the left click on shared.
You will be brought to the "shared with you" section. If someone has shared the folder with you, it will appear in this location.
- Select the folder and then click on "Add shortcut to my files"
This will place a link to the folder in your OneDrive folder. Note that It may take a few min for the folder to appear. For Linked folders and files you will see a "link" 
icon on top of the normal icon.
Linked items will automatically sync to the devices you have signed into OneDrive.