Teams allows you to access and edit your files without needing any extra software, but if you have access to the Microsoft Office applications you might want to have these files also synced locally for when you don't have internet access.
To choose what to sync, follow the next steps:
1. Select the Team channel where the files reside (usually General) and then select the Files tab:
2. Select Sync and you will get a message letting you know that OneDrive will be automatically adding that folder:
Here's a Windows 10 example notification confirming this change:
5. You can always check and remove any synced folders by right-clicking on the Blue OneDrive icon on your taskbar and then Settings:
By selecting Stop Sync, this will remove the synchronization, but not the local folder. If you want to free space on your computer (if you're not planning to re-sync the folder at a later time), you'll need to open Windows Explorer and then delete the local folder: