You would need to put the files on your hard drive, sync it, then unlink the folder, then delete from your hard drive. The unlinking is done in the OneDrive app - this means no more syncing would happen between the two places.
Alternatively, you can upload files through the OneDrive website through your Office 365 portal. That is easier for smaller numbers of files. If you want to upload a whole folder structure then using the sync client how I described above is more appropriate.