Cannot connect to sharepoint folder

Hi,

I am trying to connect to my organizational sharepoint folder. 

I tried multiple roots of the sharepoint url address and they all fail. I get an different error messages depending on the url root lenght.

If I enter the long address I recieve the following error message (url: https://name.sharepoint.com/sites/name_a/Docs):

If I use only the sharepoint site adress I recieve an error that the connection cannot be established. 

URL used: https://name.sharepoint.com/sites/sales_group/

When I first tried to use thhis option I was asked what type of the connection this is: Anonymus, Windows or Organizational account. I picked anonymus - which was probably false, but I was never again asked to specify this, even after restart I was never again asked to choose the connection type. 

I would appreciate the help!

Andraz