The mobile version of OneNote (iOS, Android) can only open notebooks that are shared through the cloud.
How to sync OneNote
If you have a notebook stored locally on your computer that you wish to move to the cloud, go to "File" then "Share" in OneNote and choose your OneDrive to start the sync.
Note: You should use the OneDrive client application to move and synchronize files, and OneNote will handle the syncing of notebooks within OneDrive automatically. Try not to use Windows File Explorer to move OneNote files as this will cause syncing issues.
Additionally, you can set up OneNote sync in the options menu. Go to File, then Options. In the left sidebar, choose "Sync" and make sure the box labeled "Sync notebooks automatically" is checked.