OneDrive creates and uses a folder under your home directory, but it’s not the easiest to use that way. If you want to access it via a drive letter, you have two options.
I recommend this one because this way you leave the sync part to the OneDrive client and also, it’s faster because you actually access local files instead of SharePoint. Simply start the OneDrive for Business client, sync your documents, then create a path substitution:
subst O: "%USERPROFILE%\OneDrive for Business"
Later, if you want to delete this substitution for any reason (your files will not be deleted, just the drive letter), just issue the following command:
subst /D O:
This way you access the files directly from the SharePoint folder. You need to add your SharePoint site to the Trusted Sites list, then open File Explorer and create a new drive map: