From your OneDrive, select the Share icon to the right of the file name
Select who you want to share with from the drop-down, or enter a name or email address.
Add a message (optional) and select Send.
Direct Link for more information: https://support.office.com/en-us/article/video-share-files-and-folders-with-office-365-72f26d6c-bf9e-432c-8b96-e3c2437f5b65?wt.mc_id=otc_onedrive