You can add a navigation link to your site if you are collaborating with another department on a set of documents. Even if this document library is not owned by you.
You can add the link from the Site Settings> Navigation. Scroll down to the Structural Navigation: Editing and Sorting section to the bottom. Click the Add Link button, enter the title (for example: HR & Finance Shared Documents), paste the link in the URL field to the document library and click OK.
If you want to limit who sees this on the navigation, you can add groups in the Audience section (for example: Human Resources; Finance).