Many people prefer to access their Google Drive files through their computer's file structure rather than through a browser window. Enter Google's Drive for Desktop.
Google Drive Desktop shows two of the three sections available to you in Google Drive - My Drive and Shared Drives. Shared with me is only visible on the web version. Details about each section are available here.
It is usually best if you follow the manufacturer's instructions for download and installation:
Setting up Google Drive for Desktop
Once you have successfully installed Drive for Desktop, open the application and sign in.
Choose which folders from your Desktop you would like to have access to in Drive. Under Quick links, select Add more folders to sync:

From here, select which folders from your desktop you would like to be able to access in Google Drive. We recommend Documents, Downloads, and Desktop folders.
Navigate to Google Drive through your browser (drive.google.com). Check that your local files are accessible under My Computer:

Accessing Shared with Me in Drive for Desktop
To access materials that have been shared with you in Google Drive on the desktop app, you will need to complete an additional step. Drive for Desktop syncs your My Drive, but not your Shared with Me drive. In order to have access to materials in Shared with Me, you need to create shortcuts in your Google Drive. To make it easier to find these shortcuts in the Desktop version, we recommend creating a folder in My Drive called Shared with Me (shortcuts). Move all of your shortcuts into this folder. When you need to access a shared file through the Desktop application, navigate to My Drive > Shared with Me (shortcuts).