Hello,
If you didn't go through that process during the initial set up, this is what you do instead.
To do so, go to your Start menu and see if you already have the OneDrive app installed. If so, go ahead and run it, sign in. If you don't have it installed, you will need to download it, install it back and then set it up. You can download it from here: https://www.microsoft.com/microsoft-365/onedrive/download
Once you have the OneDrive app up and running again, go to the cloud icon on lower right, click on it, go to Settings > Sync and backup tab > Manage backup, then turn on the folders. Give it time, your files will show up.