With the file open (a Document, a Spreadsheet, or a Slideshow Presentation), select the "File" button in the top left, then the "Download" button from that menu, then the desired file type. The Microsoft equivalent file type is the first option in the menu.

Now the file will be downloaded onto your computer. Open your OneDrive, and at the top there will be an "Upload" button. Select that, and in the resulting drop-down menu select the "Files" button.

Select the file from your computer's file explorer and upload it into your OneDrive, it will now be available from your OneDrive in the future.