You're already able to upload your Power Pivot from GetData-> Get Files-> Local File.
If your question is about refreshing PowerPivot data then it deplends. If the source data on your Power Pivot is an On-prem SQL Server, Oracle etc then you need to install Power BI Personal Gateway. In this is the case, again you don't need to use OneDrive.
But, for instance if the data in your Power Pivot is from the Excel file itself and you need to support data refresh, then you need to use OneDrive.
