Getting actual help from Microsoft support is difficult, but there are a lot of articles, forums, etc. with a lot of helpful information to get you through. It's not super difficult to figure out, but Microsoft has done themselves a disservice with the naming schema of Teams, SharePoint Groups, Groups, OneDrive, OneNote, etc. and making the way in which files are accessed look different depending on where you access them from. Navigating to Group/Team files via the browser through Outlook on the Web is different than navigating through Windows Explorer (if you're syncing files), which is different than navigating through the Team application (which auto-creates a 'Group' on the backend which is essentially a SharePoint Team Site but not).