If you're using Windows 8 OneDrive is closely integrated with it. Learn how to get the most out of these two programs here.
If you prefer working in the Desktop, you can download the OneDrive Desktop app. This will add a OneDrive folder to your File Explorer. When you move files into this folder, they will automatically be uploaded to OneDrive, and you can access them anywhere you go. You'll even be able to access any files stored on your computer remotely, even if you haven't uploaded the files to OneDrive.
Note: If you have Windows 8.1, you already have the OneDrive app on your computer, so you won't need to download and install it.