Try using this as an AppleScript action. It'll copy whatever you have selected (in any window/app), open OneNote, create a new note, and paste into that note's body.
on alfred_script(q)
tell application "System Events" to keystroke "c" using {command down}
delay 1
tell application "Microsoft OneNote" to activate
tell application "System Events" to keystroke "n" using {command down}
tell application "System Events" to keystroke tab
tell application "System Events" to keystroke "v" using {command down}
end alfred_script