Now that the warning has been covered. You can use the Sync button to add the site to your OneDrive so that you can manipulate documents from your desktop environment. Click sync, and you will be presented with the following popup. Please place a check in the "Always allow https://uccsoffice365.sharepoint.com to open odopen links", and click Open Link.

This will create an additional section in your File Explorer next to your OneDrive sync folder.

This is not a requirement to working with the documents in your SharePoint site, but will allow for faster access to using your desktop applications such as the desktop version of Excel to edit the files.
Alternatively, you can click the 3 dots next to the filename within your browser, and open the document in the web version of office, or the desktop version of office. Other files such as PDFs also have the ability to open in the browser.