With Microsoft Dynamics 365, you can use the document management capabilities of Microsoft SharePoint from within Dynamics 365. You can store and manage documents in the context of a Dynamics 365 record on a SharePoint Server, and leverage the SharePoint infrastructure to share, manage, and collaborate efficiently. Because the documents are stored on a SharePoint Server, non-Microsoft Dynamics 365 users can directly access the documents on the SharePoint Server, provided they have the appropriate permissions.

Also you can preform Native SharePoint Actions (Check-in, Check-out, etc.)
Change Document locations
“Open in SharePoint” functionality
Share, Like and Send link,