How do I backup my iPhone to Microsoft's OneDrive

You don't, sorry. You can back it up to a computer and/or to iCloud, as per these instructions:--> How to back up your iPhone, iPad, and iPod touch – Apple Support.

Then, if you want, you can copy that backup to MS OneDrive (assuming you've downloaded/installed MS OneDrive app from AppStore).

Regards

Giulio

You can save files to Microsoft OneDrive and they have an app that may be of interest. See: https://apps.apple.com/us/app/microsoft-onedrive/id477537958

But the only iPhone backup options from Apple are to iCloud or a computer. See How to back up your iPhone, iPad, and iPod touch - Apple Support