Getting office to auto save locally and on onedrive

Ive used onedrive for quite some time now, but ive never used the sync feature before. - instead manually transferring files from my local drive.

Every time I save (no just save as) an office doc I want it to 1: Save locally and 2: to onedrive.

This should be simple but I cant get it work, or maybe I dont understand the mechanism.

I have the cloud icon in my desktop and it doesnt have any errors.

The key question I think I need answering is: Can i store my local files anywhere on my PC, or do they need to be in the 'local' one drive folder?

Many thanks in advance.

Richard