Guide to Deploy OneDrive Client via GPO

Hi Marvin Oco 

You cannot install .EXE files via GPO - you will need to use a wrapper to make it into a MSI.

Alternatively, you can run a script to push out OneDrive

https://docs.microsoft.com/en-us/onedrive/plan-onedrive-enterprise#install-onedrive-on-windows-devices-by-using-scripting-methods

The preferred method to deploy OneDrive is via InTune or Configuration Manager.