Working with OneDrive & SharePoint you must first have the dwg & CSD data on your physical HARD DRIVE (so if dwg & data are already in the cloud download from Sharepoint/OneDrive first) and then upload to specified location in OneDrive (think of the cloud as merely a back up of the files you are working on)
Once your files are synced to OneDrive/Sharepoint you can then work on the dwg opening/copying it like normal WORKING from your physical hard drive (SharePoint/OneDrive should automatically update your files as you work on them - if this is not happening or you need back ups of your old files contact your IT support immediately).
NB: You must ensure your character length of file locations including file name do not exceed 256 characters, for more information regarding this please see the microsoft link below;
https://answers.microsoft.com/en-us/windows/forum/all/sharepoint-windows-file-path-limit/c42836df-32ce-4a95-81b2-70546e4be6d9
It is worth also considering implementing Project Storage as this inserts the data folder into the DWG file and is extracted to the user's hard drive whilst editing and saved back to the DWG upon completion. This webinar provides information on Project Storage: https://www.youtube.com/watch?v=AQVluCRko9s&t=1252s
