If you need to move a shared file in One drive that you have full access to you can do the following 

Step1 

At the top of the screen Click on the name of the saved document. Then you shoudl be presented with a dialog where it will show its current location (as shown in example below). Clkick on the arrow to the right of this (circled in red on example)

Step 2

On the next screen you can pick the place you would like to move it. In this case I will move it to My files by clicking on "My Files" 

I can then create a new Folder by clicking on the new folder icon top right hand corner of dialog box. 

Step 3 

Give the folder a new name and then click on the folder and select the "Move here" button. 

We would also recommend that you check the sharing permissions to the document at this time just to make sure that only the people you want have access to it.