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 the "File" ribbon then the "Share" option in OneNote and choose your OneDrive account to start the sync.
Note: You should use the OneDrive client application to move and synchronize files so OneNote can 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.