Why is data not syncing on multiple devices?

We have an imac, macbook pro and a macbook air all sharing the same wifi in a home office. We access documents from the imac through the 'shared devices' and then save them back on there. When on the macbook pro and airmac we all have different versions of the same file - ie not all the current up to date file. As we are fairly new to the apple system we are unsure whether it is the hardrive or something else? Is there another, easier way of accessing files? And is there a way we can access files from the imac away from the home office? Thank you for you help