I don't understand why this could be an issue on a desktop computer. Just download the OneDrive client, and synchronize the data with your Mac.
Use Word and save to the synced folder. Where is the big difference?
That's all I do, true having my documents stored online (on my Surface Pro 3) is a great feature but all in all, just storing the documents in the OneDrive folder with the OneDrive client running works well.