After Outlook group has been created, you can find it in the Groups section of your Outlook sidebar.
Select the Group name and then click on the Sharepoint link in the Welcome email.
That will link you bring you to the Sharepoint site. The Documents section is the repository for files and folders for which the members of the group can share. You can easily access this folder within File Explorer in Windows, inside your OneDrive folder.
First you’ll create a shortcut to the documents folder which will automatically be saved in your OneDrive folder.
You can always get back to that folder from OneDrive in Windows.