OneDrive provides one single level of access, which is to grant permission to diagrams.net to access all files in your OneDrive account.
Unfortunately, OneDrive does not provide more granular permissions that would let you share your diagrams with other users. Dropbox has the same problem. At this time, only Google Drive implements file sharing in a reasonable way.
To work around this limitation in One Drive, download the desktop version of diagrams.net and work on the synchronised local copy of your OneDrive files.