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In order to connect to a SharePoint site with an email account external to the domain hosting the site, you will need to follow these steps.
In your email client, locate the Welcome Email for the new SharePoint site and open it.

Click on the Link provided for the new site.

Use the email account you have used for the group to sign in with.

If this email account is an existing Microsoft email account, go ahead and use your current password for that email.
If this email account is NOT an existing Microsoft email account, instead of entering in a password, click the link to receive a code.