On Macs, we have no way to enforce OneDrive syncing, which is the only way we back up files on Macs. As a result, it is crucial that you confirm are logged into OneDrive (click the cloud icon in the taskbar - see below). You should see "Your files are synced" (see below) - not only does this back up your files, but it allows you to access your personal files on any computer, as well as any shared drives that your organization has.
If you are not seeing your documents, please look at the installation instructions here. It's possible that OneDrive is installed, but not configured to back up Desktop and Documents. If you get stuck, just give us a call - we'll be happy to jump on your computer with you to help you get that configured.
Also, once you get OneDrive working, if you need to access your organization's shared drives, please see the instructions here.