Need to delete a OneDrive document but I cannot see it

As a rule I do not use Microsoft OneDrive. Every time I save a file I've been trying to save to Downloads or Desktop or something more specific. I've saved hundreds of files this way but this time I failed to do it properly and it ended up in OneDrive >> Documents according to the list of "recent" documents in Word. I want to delete it. However, when I use Windows Explorer, it shows I have nothing in OneDrive. So I went back to Word and discovered that it offers a way to delete the file but it didn't work initially because Word considered the file to be open. So I closed the Word file and then I did the delete from inside of Word.

I would like to be sure I have nothing on OneDrive but since I was not able to see anything at all, I must be using Windows Explorer improperly. How can I use Windows Explorer, or any file browser, to look in OneDrive ?

You can log in to OneDrive from below link.

Thank you. If I wasn't signed in, how was Word able to save to OneDrive ?

It could save locally.