Download and install OneDrive from this link: https://www.microsoft.com/en-us/microsoft-365/onedrive/download
Note: Do NOT install OneDrive from the Mac App Store - it has different (less) functionality than the standalone client downloaded from Microsoft.
Once OneDrive is installed, you should be able to open it from Applications in Finder:
When you open OneDrive the first time, it will prompt you to "Allow" notification - please do so.
Log in with your regular Windows /email credentials:
When prompted for permission to sync, click OK:
After OneDrive is set up initially, open it from the taskbar:
...and select Preferences
Select "Manage Backup"
Select Desktop and Documents, then click "Start Backup":
After clicking "Next" several times, you should get the screen showing that OneDrive is backing up your files. You can View The Sync Progress, or just close the window.
You are finished - OneDrive will now sync your data with the cloud and between machines, so that if your machine dies or is damaged, you should be able to get logged into another machine and pick up where you left off.
After OneDrive installation is completed, if you also need to access drives that are shared across your entire organization, you should now able to follow the instructions in How to connect SharePoint drives in macOS