It didn't....I went into my captures and there was no option to share the screenshot, and it wasn't in my Onedrive account when I checked on my computer.
I had to go and download the Onedrive app on my Xbox One, then go into "Manage captures" and then hit "Share" and now the one screenshot I selected is in Onedrive, but the rest aren't. I'm guessing I have to go into this Upload app each time and manually upload them? Or is there a setting I have to enable to have them auto upload?
Edit: Huh, would you look at that. All 3 are there automatically. I guess I just needed to install the Onedrive app and it synced up.
Thanks!