You can select almost anything in Windows to paste into OneNote or paste a link to the original content.
You can select web page content, copy then paste it into OneNote. If you do that, OneNote will automatically add a link to the original page.
Or install the OneNote Clipper. This is a browser add-on which will copy a web page and insert directly into OneNote.
Send to OneNote
OneNote also installs a ‘Send to OneNote’ tool into Windows.
With this tool you can select a screen-shot, content like an Office document or make a Quick Note.