If you just signed into a new computer or are using OneDrive the first time, you will need to sign into it first! Windows 10 includes the "Next Generation Sync Client" for OneDrive as a built in app. That is good news because it works WAY better! If you need to sign in the first time (which should be the only time you need to) here is how from Microsoft:
IMPORTANT: Do NOT open One Drive for Business! Use the OneDrive "Desktop app!"
Select the Start button, search for “OneDrive”, and then open it:
In Windows 10, select the OneDrive desktop app.
When OneDrive Setup starts, enter your work or school account, and then select Sign in to set up your account.