How to add access to a OneNote for a SharePoint Group

I have a OneNote on our SharePoint site (365).  I want to enable access to it from a group I have.  When I open the OneNote and select "Share", I can't get the group to pull up, it doesn't know about it.  If I go to "Manage Access" I have the links for edit and view, and a list of "Direct Access" below it.  The Direct Access list does not have any method I can find to access it.

I am the 365 administrator, so I assume I am also the SharePoint admin.

Thank you