There's no need to "run" OneDrive, it's a totally normal folder in your user profile, by default at C:\Users\Your_Username\OneDrive.
Originally Posted by mokujin
Everything you place in this folder or its subfolders (which you can create as you wish) is synced with your OneDrive. For each item you can choose it to be Available Online only or Available Offline:
- Available Online only: File or folder stored on OneDrive cloud, only a shortcut to it on your computer in OneDrive folder
- Available Offline: File or folder stored on OneDrive cloud, also stored locally on your computer in OneDrive folder
You can use OneDrive as a totally normal folder in your user profile.
(Screenshot from Windows 10 Technical Preview, OneDrive works and behaves exactly the same way in Windows 8 & 8.1.)
Additionally if you want you can install the OneDrive Desktop App as told in this tutorial: OneDrive Desktop App - Install or Uninstall in Windows.