sonatastern I have the option to choose which folders OneDrive can sync as well, for example Pictures but not Documents. Other users have reported not seeing that option, which may have changed with Windows 11 (I'm deliberately still on 10). But fundamentally, yes, the only way to prevent OneDrive from messing with and possibly deleting your data is to stop it from syncing said data.
What .exe files is it trying and failing to sync? There shouldn't be any in Documents, but perhaps you've installed one of your games into Documents? That's a problem by itself, for multiple reasons, so please let me know if this is the case and whether you need help moving the game elsewhere.