Here is what I am doing. I go to the Office 365 settings through my browser and download the OneDrive software from the software link. After it installs I then go to Onedrive and click sync and get the following:
So I click sync now and then get this error:
If I click OK I can then see the SharePoint site that it is trying to connect to (which I can access through my browser).
This was all attempted using Internet Explorer 11.
Thanks,
Chris