That is a great question. There are a few ways but perhaps it is important to notice that it is easiest to find files that are shared with you that are in/of other Microsoft Office 365 Suite of tools (like Word, PowerPoint, Excel, etc.) Remember, you can only share Office 365 file or receive shares between Office 365 users and you must be signed in to your Office tools using the account you were shared with.
Here is sample of useful information from a helpful article from Microsoft:
-Shared with Me shows only documents from OneDrive – Personal, OneDrive for Business, and SharePoint Online
-If someone who shares a file with you sets your permission level to "edit," you'll be able to share the file too.
Within Office 365 Programs on a PC or Online (Word, PowerPoint, etc.)
After a person or group has shared a document with you it will automatically appear in the Shared or Shared with Me list. Office will try to show you more relevant shared documents at the top of the list.
To see the files that others have shared with you, go to File > Open > Shared with me.
Within Office 365 Programs on a Mac or with an iOS Device:
Open Word, Excel, or PowerPoint, and tap Shared.
On your Mac, if you have a document open, click on the quick access toolbar to see the Shared view.
On your iPad, if you have a document open, tap the back button and then tap Shared.
-iPhone - Tap Shared.
That's it! If you want more help, please follow this link to the full article hosted by Microsoft where they also give help on how to find your shared files elsewhere too!