I use Microsoft OneNote on my Mac.
How can I can turn off the Internet access to Microsoft OneNote on my Mac?
You can use a 3rd party app called Little Snitch to block Internet access for individual apps. Little Snitch comes with a limited 30 days free trial and costs € 45 for single user license thereafter.
Another alternative is Radio Silence, a network monitor and firewall app for macOS. It lets you control Internet access on an individual app basis. Radio Silence comes with a full 30 days trial and costs US$ 9.
You can try Hands Off. It is free. Works almost like Snitch.
If it is just OneNote you want to block from using Internet you can do that in OneNote app.
You can work offline on OneNote app by turning off the
automatic sync settings.
Click the Show Navigation icon on the upper-left corner of your OneNote app window and select Settings.
Under Settings, select Options and turn off Sync notebooks automatically using the slider.
It will save your files locally (your hard drive). in
~/Library/Containers/com.microsoft.onenote.mac/Data/Library/Application Support/Microsoft User Data/OneNote/
No need to block internet since already has the option to work offline. (and it is free)
You are certainly looking for a reliable and resilient, yet unobtrusive firewall. I recommend you to get LuLu, it is free and open source software regularly maintained on Github and does the job perfectly !