Vanta has the ability to sync policies from your SharePoint. Once SharePoint has been connected, you will need to ensure that the policies are placed in a folder that exists within the root drive. By default, this is the default "Documents" drive on the site. If the default Documents drive was deleted, you would need to create a new library named "Shared Documents". If you recently deleted it, you may be able to restore it.
If this differs for your environment, you can determine your root drive by logging in to the Graph Explorer here and hitting the following endpoint:
https://graph.microsoft.com/v1.0/sites/root/drives
That base URL will tell you in which directory Vanta is looking. In this example (and by default in SharePoint), this is the Documents page:
Keep in Mind:
The SharePoint sync will only work with .docx files and .pdf files. If the files are of another file type, it will show a "No results found" message.