If you're not seeing OneDrive for Business on your computer, it probably means it hasn't been 'synced.' The instructions to do this are below. Remember that you can always access OneDrive via the website, but having all of your files and folders quickly accessible is more convenient. In addition, you can also access your files when you don't have an internet connection because they will be available on your laptop or mobile device.
When OneDrive is synced, it appears in the Windows Explorer folder just like the other shortcut folders you already have: