Through the O-DL interface, You'll have already created a documents root folder, that resides under the "/Portals/[0]" directory.

The is the virtual directory where you have installed your DNN application.
The [0] is the default parent portal id. If you have installed O-DL in a child portal, the [0] directory will have a different number or name.
We'll call the documents root folder "O-DL root folder" and it will be located "/Portals/0/O-DL root folder"

Open the IIS Manager, and click on the WebService Extensions folder in the navigation tree on the left panel.
In the list of the Web Service Extensions that will appear on the right, you will see WebDav. If it is disabled, click on the Allow button.

Open the IIS Manager, and navigate to the folder corresponding to teh O-DL root folder in the navigation tree on the left panel.
In this case it will be "DotNetNuke4.7.0/Portals/0/O-DL root Folder"



Right click on the root folder, and wclick on the properties option in the context menu that will appear.
The Properties window will appear. Click on the "Write" checkbox as shown in the image below.

Go to the module settings and enable WebDav as shown in the image below.

Once WebDav is enabled, an additional icon will appear below the download icon (teh icon with teh orange arrows in the image below). Use that additional icon to open the document directly from the server and save any changes directly to the server.