To set up Dynamics 365 OneNote integration, go through the following steps:
First, turn on Enable Server-Based SharePoint Integration.
Next, select Settings->Document Management->OneNote Integration:
Turn on OneNote integration for the entities you would like:
Open a lead and select the OneNote tab:
This will create an Untitled document:
Select the link. This will open a new OneNote online document:
Right click to rename the document. Add any notes. The document is now updated in Dynamics 365.
Users can now access OneNote notebooks from both Dynamics 365 and SharePoint: