When someone shares photos & videos or files & documents with you, you have the ability to download them. Open the link, select the content you want to save locally and click on "Download".
If you open the link while you are already logged in to myCloud, the shared folder will be saved directly in the "Shared" section. This way you can access the folders that were shared with you directly from your myCloud account.
If you are not logged in, click on "Bookmark in myCloud". The content will then be displayed in your myCloud in the "Shared" view in the albums or files section.
Please note that the contents are not saved in your myCloud; they are only displayed there. If you would like to transfer the shared content to your computer, you’ll have to download it.