1. In the SharePoint site, navigate to "Documents" (located on left-side menu).
2. Navigate to the specific folder you want to sync (in the example, "General").
3. Click "Sync" on the top menu bar.
4. If you receive a prompt confirming a OneDrive connection, confirm it. Then, in the pop-up window, you can just select "Close".
5. Close and reopen Windows File Explorer and you should see something similar to this:
NOTE: Depending on the size of the folder, it may take a while to sync all files. You can monitor this by referencing the "Status" column in File Explorer.