A Microsoft file hosting and synchronization service.
Your Microsoft account comes with a OneDrive. You can find it here: https://onedrive.live.com
When you use the online version of Microsoft 365, your files are saved to your OneDrive. If you are using the downloadable Microsoft 365 apps, your files will be saved to your OneDrive if that's what you chose:
Note: You don't need to have the OneDrive app on your computer to work with the files in your OneDrive. You can work with those files directly in your OneDrive, which is what I do.