You can sync specific files and folders to OneDrive on your computer under "Preferences" in OneDrive's "Help & Settings" menu ...

To backup your files with OneDrive, you'll need to turn on the feature in the "Backup" tab of your OneDrive settings.

Backing up your documents and other files in Windows is always advisable in case the originals ever get lost or corrupted. That's especially true for files that are important, sensitive, or ...