To see your OneDrive files in the File Explorer, you need to link your computer to your OneDrive account.
1. Click the Start search box and type OneDrive. When OneDrive appears in the search results, click it. Or you can open the file explorer and click on OneDrive in the left pane.
2. Enter the email address that's associated with your OneDrive account and click Sign in, and then enter your password.
3. Follow the instructions to choose your OneDrive folder.
When you're done, your OneDrive files will appear in File Explorer. You can now move files in and out of OneDrive easily.
you can also choose which One Drive folders you want them to sync to your computer
Select the white or blue OneDrive cloud icon in the Windows taskbar notification area.
Note: You might need to select the Show hidden icons arrow
next to the notification area to see the OneDrive icon.
Help & Settings > Settings.
Select the Account tab, and select Choose folders.
In the Sync your OneDrive files to this PC dialog box, uncheck any folders you don't want to sync to your computer and select OK.
If you uncheck a folder you are syncing to your computer, the folder will be removed from your computer. The folder and its contents will still be available online.
For how to add OneDrive to MAC please follow the link below:
Sync files with OneDrive on Mac OS X (microsoft.com)