Group library (web) not synced to app library, how?

Dear all,
I'm new to Zotero. first glance, it's great. maybe it is a newbie question, bear with me, please :)

I created my list of references on my local (application/software) library. Then I needed to share the library with a colleague, the solution proposed by one of the forum's thread is to create a new shared library. Once I wanted to do so, the software takes me to the web-version. I managed to create the library, then, share it with a colleague on the web-version of Zotero.

My question is: How I can download the shared library on my local software while it continues to be synced with my colleague?
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