OneDrive is like Google Drive, a cloud storage space given to every MS user account. If you log in to your computer with a MS user account, then you have 5GB of storage space on OneDrive, by default. There might be an option to sync your files to your OneDrive, but this shouldn't delete your original files. Just open your downloads folder in one window and the OneDrive in an other, and then compare them. You also may want to change your default download location in every browser you have installed. You can find this in browser's settings.
If you didn't install OneDrive by yourself and if, when downloading files, you do not choose the OneDrive's sync folder on your computer (if there is one), then it is safe to uninstall the OneDrive sync program.
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