You cannot do it from settings. Doing so changes nothing. Or at least for me it wasnt. I did the below steps to get it to work.

1. Open full version of OneNote.
2. Right click on the default tab that opens.
3. Select Copy Link to Selection
4. In the registry, navigate to HKLM\Software\Microsoft\Windows\CurrentVersion\ActionCenter\Quick Actions\All\SystemSettings_Launcher_Quicknote
5. On the right, double click on Uri to modify it
6. Past in the link you got from OneNote.
7. Restart system.

Thanks to Modifying the Action Center: Note button | Fides Tamen Quin

(Please it here cause I didnt see it in the forums and they wasnt a tip and tricks section I saw.)