Hello ! I'm Aymeric, and I'm here to help !
Which app are you using to import Photos on your computer ? The steps differ depending on the app you're using.
If you're using the new Photos app present on Windows 11, the app will choose OneDrive as the default location.
On the left, you have a list of the folders that are being used by Microsoft Photos. Just add your own one (ideally the one where you are importing your photos in) and it will be available when you want to import your photos : Photos will ask you where you want to import the pictures.
Feel free to ask if you have any other questions !