No, but it is there somewhere. I've just clean installed, and I'm pretty sure upon launching the built in Photos app it popped up asking if I wanted photos to be saved to Onedrive too?
If not, go to the Onedrive icon in the system tray and set it to sync whatever folders you wish. Personally though, I use an alternate utility called CryptSync which does the same, but with a smaller and more efficient utility than the Onedrive sync utility that comes with Windows 10 and with encryption. Actually, I use it with my home NAS instead but you can use it with Onedrive, Gsync or any number of services (since Cryptsync is not limited to one service like the MS Onedrive utility is). Basically, the MS Onedrive sync utility has quite limited functionality and is a serious security risk. You'd do better to move on to something more sensible like Cryptsync.