A family of Microsoft products that enable users to capture, organize, and reuse notes electronically.
Good document management practice specifies NOT having multiple versions of files in multiple locations so linking to a single source file is the correct and safe way to work. In other words, store the original in one place and use links/short cuts to access it for viewing and/or editing.
In any event, OneNote is not a good place to keep originals since it is not really a file or document manager.
Easiest solution I have found is to use CTRL-K to bring up the link dialog, navigate to the required file, select it and click OK. The file location and its name are then inserted for you. However, this is not anywhere near as good as dragging files into OneNote and being given the option of inserting the original OR a link - please bring this back soon.