Thank you for the response. It got it to work.
I copied the link from the "old" edge browser. Apparently, you can't use the link that you get, if you use the "copy link" function in SharePoint, as that creates a different link.
It doesn't seem to work with PDF's and with the one PowerPoint that I tried, it didn't use the title of the PowerPoint, like it did for Word. I am assuming this is a work in progress :).
This is a great feature that I hope to see expanded upon. It addresses a big issue which is the size of OneNote files, that can become huge, especially in education where students sometimes insert all of their material from multiple years of study into one big notebook.
Apart from the above mentioned issues, I'd love to see a browsing function which lets me browse my way to a certain document in SharePoint or OneDrive, instead of having to copy a URL from a browser. Somewhat similar to when attaching a file in Outlook, which also contains recent files, although the browsing experience that comes with it, is not really great.
A worry that I have though, is how would you handle moving a notebook or a section between two different accounts? An issue that we frequently see, is that students run into problems with space on their private Microsoft account and attempt to move their notebooks to their work/school account. This is presently done by opening two notebooks in OneNote and the copying one section at a time. Not the best experience, but it works (mostly). Now, if files are no longer stored in the notebook, but are referred to as links, all of those links would need to be updated, if the files were to be moved between accounts as well as the notebook/section - which is the only thing that would make sense. You don't need to give me a solution to this, just please bring the issue to the team, if you have the opportunity.
Thank you