Quickly access your sites and groups

Use the File menu to work with documents, workbooks, and presentations, and stored in your frequently used sites and groups.
Now, I am on insider releases, both for Office desktop apps and Office 365 backend. But I don't see group files in my Word, Excel and PowerPoint. It's july, so I start to wonder if I'm missing something. Do I need to turn something on, change a setting? Do some active stuff in my groups to make this visible?
What I see is a long list of yellow folders from my SharePoint, grouped by "Last Week" and "older".