One Drive App Icon to the sidebar

One possibility -- are you certain that it isn't already in the Finder sidebar at the bottom of the Favorites section? When I installed OneDrive and then attempted to drag the folder to the Finder sidebar it acted like it wasn't working but then eventually noticed that it was already there -- but was at the bottom of the Favorites section rather than where I was attempting to drag it. I then moved it up to where I wanted it.

Another possibility -- I can't tell for sure whether or not you were attempting to drag the app icon to the Finder sidebar; if so, note that you need to drag the OneDrive folder icon, not the app icon.

One Drive is Microsoft's cloud storage solution.

Once installed it should appear in the Finder Side Bar automatically:

Desktop drives appear automatically in the sidebar. There is no need to drag them into the sidebar. If they aren't appearing then click on the Desktop then select Preferences from the Finder menubar. Click on the Sidebar button. Check the boxes to display what you wish in the sidebar.

When you say "My office uses on drive. I downloaded the app..." what does that mean? What app? What drive?

Please read Writing an effective Apple Support Communities question. We are here to help. We are all users. We are not mind-readers nor clairvoyants. We only know what you write down and tell us. Be specific and thorough. Include your hardware information and installed version of macOS.