OneNote for Windows 8 is optimized for working on the go. That's why notebooks you create or open in this version need to be stored in the cloud. Opening notebooks locally from your computer or device isn't an option.
If you want to use the Windows 8 version of OneNote to work in notebooks stored on your computer, you can move the notebooks to OneDrive or SharePoint first. After the notebooks are in the cloud, switch back to OneNote for Windows 8 and open the newly uploaded notebook from its new location.
Note: For more info, see set up OneNote to store your notebooks on OneDrive.