I don’t believe Asana works with SharePoint version of OneDrive. My understanding is whilst they may look similar they aren’t.
In File Manager or equivalent you should have a OneDrive Folder if you click on that this will show what files/folder Asana has access to, which I. Guessing are not the files you want.
In SharePoint in the directory that you files are located you should have a Sync or Make loal version. If you do this for one of the folder it will Not Appear under OneDrive Folder. It will appear somewhere else depending on how SharePoint has been configured.
I think the only way you can share the document via Asana would be attach it via this PC option and navigate to the synced folder. However this also might not work as it may have security key in the link which is linked to you and you PC.
Not sure if I have been helpful or not… If you would like I can send some screenshots to try and make it clearer.