Hi @Francesco Russo ,
Welcome to Q&A forum! Happy to assist you on this issue.
To help you do troubleshooting, I'd like to confirm information below:
- Does issue happen to all files? Are the files saved in OneDrive for business or personal OneDrive?
- Have you tried downloading a file to local place on your computer then open it? Does error persist?
Per my research, the error message that you mentioned may appear when WIP(Windows Information Protection) is enabled on the system. Are your files WIP protected? You may confirm with your IT and then remove the WIP to check the result.
Meanwhile, we searched a similar thread, hope it can give you some ideas: Windows Information Protection - OneDrive "this file can only be opened from a work location"-SOLVED - Microsoft Tech Community
I hope this information helps. Please do let us know if you have any further queries.
Kindly consider accepting the answer if the information provided is helpful. This can assist other community members in resolving similar issues.