OneNote is a Windows program, so yeah, it is compatible
Remember that just because other people take notes on their laptop, it doesn't mean that you have to, or should. Feel free to experiment to see what works best. I've both used my laptop and taken notes by hand (some professors ban laptops in class) - I prefer using my laptop since it is easier to organize my notes and make an outline at the end of the semester. However, some of the pros about taking notes by hand is that first, you're not distracted by the internet, and second, it ensures you take down what is important, rather than trying to transcribe everything the professor says.
I strongly recommend OmniOutliner if you use a Mac - it's great for both notetaking and outlining.