Thanks for posting in the community.
I understand that you are looking for Files that have been shared with you and are not seeing them. To see Shared Content that has been shared with the Direct Share function, please look under Account> Shared Content. Reference guide:
That should show anything that has been shared to you via the Direct Share function in Canvas. If you are not seeing the Files there, I would ask the user who sent those to you and ask them how exactly they had sent those Files. If not with the Direct Share, we would want to look at the intended area where they have sent those to you.
Hope this helps!