When someone shares photos & videos or files & documents with you, you have the ability to download them. To do this, open the link and click on “Save”. You can then save the contents to your computer by clicking on “Download”.
If you have a myCloud account, you can also view the contents directly in your myCloud. To do this, click on “Save” and then select “Bookmark in myCloud”. The contents will then be shown in your myCloud in the “Shared” section of your Albums as well as Files.
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.