It's sometimes easier to see that in action, so here's a screen recording of that process, first creating a new section in each of my students' areas (calling it Unit 1) and then putting a copy of the problem to work on in each of their Unit 1s.
So far we've done:
Creating your first OneNote Class Notebook
The first page of your Class Notebook
Putting content in your Class Notebook
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Facilitating Feedback in OneNote (Review Student Work)