By default I believe OneDrive will put in storage your files in both places. The idea is that they sync to the cloud and any other devices you have, but that you still have access to them even when you don’t have access to the internet. I think there is a way to
have files only in the cloud so that you can delete them from your desktop, but still have them available online. Unfortunately I don’t know exactly how you go about that, but hopefully someone else will come along and be able to provide instructions.