When adding OneNote URLs in an Org file on Windows, Org-Mode doesn’t know how to open these links. Add the below to your Emacs config and you can click the links. (Based on an earlier online example on opening Outlook URLs.)

(org-add-link-type "onenote" 'org-onenote-open) (
  defun org-onenote-open (link) "Open the OneNote item identified by the unique OneNote URL." 
    (w32-shell-execute "open" "C:\\Program Files\\Microsoft Office\\root\\Office16\\ONENOTE.exe" (concat "/hyperlink " "onenote:" (shell-quote-argument link))
))