OneDrive is a poor backup. It syncs files to the cloud.
Selecting Folders to Sync, Right Click the OneDrive icon in your system tray and then Select Properties. Under the Account Tab is the Button to Select Folders.
I do not Sync the My Documents folder. I reserve that for local files. I do have a Documents folder on my One Drive for items I do want to keep Synced.
Microsofts Support page for OneDrive: OneDrive help & learning - Microsoft Support