Begin by installing the OneDrive App on your iPad - as this allows the native Files App to access your files stored in OneDrive:
https://apps.apple.com/app/microsoft-onedrive/id477537958
After installing the OneDrive App, open the App and sign-in to your Microsoft account. After signing-in, you will ne able to access files stored in OneDrive using the native Files App.
The easiest method of copying files between different Cloud storage providers is to use two open Files App windows using the iPad's multitasking - and drag-and-drop between the open App windows...
Open the Files App - and tap the multitasking button (three dots) at top-centre of the Files App window. From the menu, select Split View; the open Files window will move to the edge of the screen.
Open another Files App window; you will now have two open windows, side by side. In one window, from the Files sidebar, select the source Location - and navigate to the folder that you wish to copy. In the other window, select the location and folder to which you wish to copy your files - creating a destination folder if required.
To move/copy, touch and hold the file, or folder that you wish to move. Without lifting your finger, drag the file/folder across to the other window - then lift your finger from the screen; the move/copy operation will then take place.
More information about using multi-tasking can be found in this support page:
Use multitasking on your iPad - Apple Support
The iPad User Guide is also a rich source of information about using iPad and its many features. The Guide is available both online using a web browser (such as Safari), or as an Apple Books download:
iPad User Guide - Apple Support
https://books.apple.com/book/id1567104892