Microsoft OneDrive help & learning

Personal Vault is a protected area in OneDrive where you can store your most important or sensitive files and photos without sacrificing the convenience of anywhere access.
We guide you through setting up your Personal Vault with a strong authentication method or a second step of identity verification, such as your fingerprint, face, PIN, or a code sent to you via email or SMS. Your locked files in Personal Vault then have this extra layer of security, keeping them more secured in the event that someone gains access to your account or your device

For More Details : https://support.microsoft.com/en-us/onedrive