If you have access to Skype IM (Instant Message) or have Microsoft's Skype for Business software installed on the device running Excel 2016, you can share a workbook saved on your OneDrive by sending a link to co-worker or client via instant messaging.
To do this, simply open the workbook saved on your OneDrive in Excel 2016 and then select the Send by Instant Message option on the Share screen in the Excel Backstage view (Alt+FHIM).
Then, fill in the recipient's name in the To text box or select it from your Address Book using the Search the Address Book for Contacts button that immediately follows this box. Type any message about the spreadsheet you want to include into the Type Your Message Here text box and then select the Send IM button that appears near the bottom of the right side of the Share screen under the heading Send by Instant Message.
If you want to send a copy of the workbook via instant message, it must be saved on a local drive on the device running Excel 2016 and your message software. To do this, use the Save As command to save a copy of the workbook on a local drive and then open that copy in Excel 2016 before you select the Send by Instant Message option on Excel's Share screen in the Backstage view.