IMHO the reason Excel workbooks become so slow and cumbersome is because the entire data set along with all the calculations for every cell, the charts, pivot tables, etc. etc. must all be loaded each time it opens. A relational db isn't like that, assuming it's designed properly. However, I think you'll find that it's easy to build something in Access, but it's also very easy to do poorly. You cannot even rely entirely on the M$ documentation to always steer you in the right direction. Generally speaking, an example of this would be the use of multi value fields in tables, the use of which seldom has any upside.
About the only use for drop box type of file hosting (including M$ One Drive) is to store files. You could upload a db to a local drive, work on it locally, then put it back on the file share, but that would be about it. As noted, do not allow Access to work on data that's located on such a drive. Perhaps you can speed up workbook performance by splitting data by year or quarter period and maintain it faster while you go about developing a db tool for your own use. I wouldn't advise dropping the workbook and diving into Access. Nor would I recommend building an Access app then switching over to it cold turkey.
Learning as much as you can by reading books, online data or watching video tutorials will serve you well. Learning should also involve practice, but don't assume you can build your finished db in practice fashion.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.