You need to run RStudio as "Administrator" to be able to install into this folder.
R has problems with cloud-synced folders (OneDrive in your case) and non-ASCII characters in folder paths, If you opt for using a user level package library, I recommend you to set your package library in a non-synced folder that doesn't include non-ASCII characters on its path.
You can change the default library folder by setting your R_LIBS_SITE environmental variable in a .Reviron or .Rprofile file. For example:
# In a .Renviron file you can set it by adding a line like this one with the desired location
R_LIBS_SITE="C:\\Program Files\\R\\R-4.1.2\\library"
For a more detailed explanation, you can read this blog post