To save a Word document to your computer rather than to OneDrive, open Word and go to File > Options > Save and choose "Save to Computer by default" and choose a "Default local file location" which should be your Documents folder.
To retrieve the Word document that was saved to OneDrive, simply open your OneDrive in any web browser - https://onedrive.live.com From there you can download the file to your computer, if you wish.