The red X icon that shows up next to your files on Windows is actually a OneDrive warning sign. It indicates a syncing error, ...

Make sure all folders you wish to sync are checked. To do this, right-click on the white OneDrive for cloud icon and click Settings. Select the accounts tab and click ‘Chose Folders’.

4) Next, select the option "Sync My Drive to this computer ... 5) You should see a desktop icon for Drive, which will automatically backup your files. Just to be sure, head to your Drive account ...