Click on Windows8_OS(C:). This will expand your root directory. Click on users in the expanded root directory, Click on your own directory and then you will see a onedrive directory. This is the directory that is listed separately near the top of windows explorer. In gretl you can navigate to it and set it as default working directory (|File|Working Directory| in gretl). If you save any data, gretl scripts, graphs etc. in this directory they will be available in one drive as if you worked from the link to one drive.
If you do not have the default one drive set up you may be synchronizing other folders. If so just negotiate to the relevant subdirectories
John