Eu mesmo estava procurando uma resposta.
Como outros já disseram, o OneDrive atualmente não fornece um meio de sincronizar pastas compartilhadas no aplicativo.
No entanto, esse recurso está sendo desenvolvido enquanto falamos e deve estar disponível no futuro próximo.
Verifique aqui para mais, e sinta-se à vontade para votar enquanto estiver nisso.
1/9/15 Update Quick update on timing as we know you all care about this. We’re planning on making Shared Folder sync available by this summer. We’ll update this thread as we get closer to the date. Thanks for your patience!
ATUALIZAÇÃO:
Isso agora é possível através da opção "Adicionar ao meu OneDrive" no navegador:
Hi all -
I’m excited to let you know that we’ve begun rolling out Shared Folder sync on OneDrive. We can’t wait for you to start using it!
How does it work? We have a new action on OneDrive, called “Add to my OneDrive.” Whenever you are using OneDrive on the web, or through the mobile app, you’ll see this when you are browsing content that others have shared with you. Clicking “Add to my OneDrive” will add that folder to your OneDrive. From then on, whenever you browse your OneDrive, you’ll be able to see any of the shared folders you’ve added. And on the sync client, when you select what folders to sync, you’ll see all the shared folders you’ve added. Select the shared folder(s) you want and they’ll immediately begin syncing to your PC or Mac.
We’re rolling this out which takes some time, and of course you may get it before your friend who also wants it (try not to rub it in). Shared Folder sync is available on Windows 10, Windows 8, Windows 7, Windows Vista and MacOS. Windows 8.1 users will need to upgrade to Windows 10 to get this feature. Note that you’ll only be able to sync shared folders where you have Editor permissions.
Let us know how Shared Folders work for you – and go sync those files!