Moving Desktop

Ah, that's why then.

You'll have to click on the OneDrive icon in the notification area on the taskbar instead.

Ok. Let's see a screenshot for this from the OneDrive notification area icon.

Odd. If you have the OneDrive notification area icon showing, then OneDrive is running.

You should be able to capture the screenshot by pressing the Windows+Print Screen key like in Option One below.

Take Screenshot in Windows 10 | Windows 10 Tutorials

That's not the OneDrive notification area icon. Instead, that would just be a "Desktop" toolbar.

You won't be able to do this with a OneDrive shortcut. It has to be done from the OneDrive notification area icon (#1) like in the screenshot below.

If you click on the up arrow (caret) just to the right of your "Favorites" toolbar, do you see the "OneDrive" icon there?

If not, open OneDrive by running the file below, and see if you see the OneDrive notification area icon afterwards.

%LocalAppData%\Microsoft\OneDrive\OneDrive.exe

If you open your Start Menu, do you have OneDrive listed in all apps?

If not, then you can download and install OneDrive from the link at Microsoft below.

Download Microsoft OneDrive