Open the Group Policy Management tool and either create a new policy or edit and exiting one.

Expand User Configuration => Preferences => Windows Settings => Registry

Right-click in the area on the right and select New => Registry Item

Set the action as Update

Leave the Hive as HKEY_CURRENT_USER

Set to Key Path to Software\Policies\Microsoft\Office\16.0\common\general for Office 2016, or Software\Policies\Microsoft\Office\15.0\common\general for Office 2013

Set the Value name to PreferCloudSaveLocations

Set the Value type t0 REG_DWORD

Set the Base to Hex

Set the Value data to 00000000

Click OK