It is possible that at some point you may need to recover a file (photo, video, document or links) that you received in the past.
If so, the easiest way is to access the library of each group. First, you must remember in which group you received this file you are looking for.
Once in the group, click on the icon with three dots at the top right margin:
You will arrive at the group's library. And from the top tabs, you can navigate through the documents, media (photos and videos), and links:
Click on the file you were looking for and it will expand so you can consult it again.