Hi, Andre
With OneDrive, your files are stored in the cloud (Azure), but available to be accessed locally. This is more for user documents etc
With fileservers, this is more for self-hosted shares that multiple people access and share to do their role. This can be accessed by multiple people.
This is definitely an 'it depends'. Depending on your use-case and data, you could look at migrating your data from your local server into a Microsoft Teams site under Files - that users can access from any location.