Microsoft OneNote - Keychain password

Hoping someone can help me - I've downloaded OneNote onto my MacBook and when I open it, I have a pop up asking for a password.

I've tried clicking 'Deny' and 'Always Allow' but neither work.

I've read MS instructions to go to Keychain access - file - unlock keychain but it's not available to click on. I'm really lost as to what password this requires or what to do.