A family of Microsoft products that enable users to capture, organize, and reuse notes electronically.
In addition to Bernds (absolutely correct) answer: If you have stored your notebooks with OneNote 2007 on your local drive (and of course you have, because with OneNote 2007 there was no other option) you cannot use the Onenote app which comes with Windows 10 (the one with the version Version 17.8366.57611.0) at all. That one needs notebooks to be stored on OneDrive or Onedrive for business which is an option that came with OneNote 2010 and MS Office 2010 Service Pack 1.
So just look for OneNote 2007 on your computer and continue using that one. Ignore the Windows 10 app.