Onenote for windows 10 doesn't have "File" tab
The Desktop version of OneNote offers what you want.
You can install this by going to Microsoft Downloads for Office. Be sure you get the correct (32-bit vs 64-bit) version. I use 64-bit Office.
In the screen shot below, I show that I have my own personal location for OneNote files and this facilitates syncing with (backing up to) my other machine.
