OneDrive Files On-Demand is a new feature included in the Windows 10 Fall Creators Update (2017) that allows you to access all your files in the cloud without having to download them and use storage space on your device. Files appear in Windows Explorer and in e.g. file picker dialogs, but they may not actually present on your computer: when you try to open or otherwise work with them, they are downloaded automatically on demand.
When you try to open a Dorico project located in your OneDrive folder, Dorico will fail to open the project and show the message "Error opening file." This will happen whether you open the file from Windows Explorer or via Dorico's File > Open dialog.
When opening a project, Dorico checks that the file can be read before it tries to open it. The manner in which this check is performed is incompatible with the way OneDrive redirects requests for a file, resulting in Dorico incorrectly showing an error.
There is currently no solution for this problem: a forthcoming update to Dorico will introduce a fix.
In the meantime, you will need to copy any Dorico projects, MusicXML or MIDI files you wish to open in Dorico from your OneDrive folder to another folder on your computer, and open them from there.
Alternatively, you can disable the Files On-Demand feature. From the OneDrive settings app, deactivate the "Save space and download files as you use them" checkbox, and click OK.