After receiving an invite to a Shared Album, you may join.
Information on how to join may be found below.
Watch this short video on YouTube to learn how to join Shared Albums using iPhone.
Watch this short video on YouTube to learn how to join Shared Albums using iPad.
Visit this official Apple support link to learn how to use Shared Albums on Windows:
I couldn't find a YouTube video for this, but follow the instructions step-by-step and you will get there.
Windows users: I highly recommend that you watch one or both of the videos above to get a sense how Shared Albums work, along with "How to Use a Shared Album".
While the videos were made on a Mac, the principles remain the same across all platforms.