One drive is a Microsoft cloud storage utility. I have it available ( I subscribe to Microsoft Office 365), but never use it. I store stuff locally on the hard drive, and also in the cloud on DropBox.
All these cloud storage systems, such as One Drive behave a bit like an external drive. They are convenient if you access those files from different computers.
If you don't use different computers, then they are a pain and actually worse than having everything stored locally, because you can only access the files if you have internet access.
I use Macs, but a quick search on copying files fom OneDrive to your local drive yields this:
https://answers.microsoft.com/en-us/windows/forum/windows_10-files-winpc/moving-folders-from-onedrive-to-c-drive/533ba15d-44df-4da3-a7b8-78e59de4316c
Once you have copied to your own computer, you can clear the pictures out from the OneDrive
If you want to prevent this happening in future, this link might be helpful:
https://answers.microsoft.com/en-us/mobiledevices/forum/mdlumia-mdcamera-mdlumia500/how-to-stop-syncing-photos-in-camera-roll/7c5b28dd-70fd-4423-87fc-746eab1dd1fc
Good luck!