When working within Microsoft Teams it brings with it a Document Library and while within the Teams interface it looks self-contained, the library actually lives within Office 365 Groups.
If you post a file into the Teams conversation window that file is in fact uploaded to the library within the Group:
The only bugbear I have with this experience is that unlike a document library there is no way to easily sync this to your local computer using OneDrive for Business.
This can be annoying because if you are offline the Teams application give the error message of “It looks like somebody unplugged the Internet” and does not give you the ability to browse the files.
Synchronising the files from your Team is identical to synchronising your own OneDrive for Business or other SharePoint-based library which means at this point you need to do it from the browser interface – just not the Teams web interface.
Simply browse to the Office 365 Group that is connected to your Team (either via OWA, Planner, or however else you can get to it) and navigate to Files. From there you will see a the library like any other SharePoint or Group library. Hit the Sync button:
Lo and behold your files will now synchronise locally and can be accessed through File Explorer:
Any edits you make to these files will now show up in the Teams interface, and if anyone clicks on the file in the threaded conversation it will open the latest version.