You first need to download the OneDrive app from Microsoft from here. Then simply follow the instructions and when asked to log into your Microsoft account, use your student email and your University password to do that.
Once installed, you will also see a new folder in your Finder and it will be called OneDrive - GLASGOW CALEDONIAN UNIVERSITY. Anything that you save in this folder will automatically synchronise with your OneDrive online and anything you save in your OneDrive online will automatically appear in this folder too as long as you are connected to the internet.
More information about the process and how to use OneDrive is available here.