Some users opt to not have the Office Client installed at all and just to use the Office web applications. In this scenario there is no OneDrive sync client installed and no shortcuts appear in the File Explorer navigation. This blog post will provide a tool and instructions for a custom OneDrive like link to be made in the File Explorer Side Bar area (see picture below):
This blog has a Visual Studio sample project and an sample .exe that will create a Side Bar item from passed in parameters.
First you will need to know the location of the OneDrive or SharePoint URL, a good way to do this is to open your OneDrive location and pick "Return to classic OneDrive", this will get a more direct URL, something like:
Turn the above into a WebDAV URL like below:
Once you have the title you want to use (can be anything) and the WebDAV URL you can call the sample program:
CreateSidebarItem.exe "My Title" "\\somecompany-my.sharepoint.com@SSL\DavWWWRoot\personal\warren_somecompany_com\Documents"
Use this sample code at your own risk, there are no warranties or guarantees of any kind.
The solution and exe can be found here solution