A Microsoft file hosting and synchronization service.
The AutoSave feature works only with documents saved to OneDrive/SharePoint. It is not available for documents saved anywhere else. The only thing you can do is to have a look in Word Options... I'm on a Mac so it may be somewhat different in Word for Window but there should be a Save group which includes a checkbox to Turn on AutoSave by default or similar wording.
Please see these Microsoft Support articles: