If this works anything like Google Drive, install Microsoft One Drive on your iPad from the iOS App Store.
In the One Drive app, there maybe a share area where other friends/familiy can share data with each other.
If the video is in .mp4 format, there should be an import option in the One Drive app or the One Drive app may have the normal iOS share icon ( a square icon with a vertical arrow through it ) that will allow you to share/download this video into the iOS Photos app.
The only place you can download .mp4 videos to ( if they are not commercial movies or TV shows ) is the iOS Photos app.
Since I do not use Microsoft One Drive, once you install this app into your iPad, you will need to figure out how this app works for uploading/downloading data back and forth from your iPad.
Good Luck to You!