You may use OneDrive for Business 2013 app to synchronize the files to a Windows PC. Then stop the synchronization after you've downloaded all documents from your OneDrive folder.
To setup Microsoft OneDrive, see https://www.its.hku.hk/documentation/guide/cloud/o365#installation-onedrive for details.
To stop synchronization of a folder with Microsoft OneDrive:
- Click "OneDrive for Business" icon on the notification area of the taskbar. If you cannot see the OneDrive for Business icon, click the arrow button on the left to show all icons.
- Choose "Stop syncing a folder...".
- Pick the folder "OneDrive - The University Of Hong Kong" and click "Stop syncing".
- Click "Yes".
- Click "OK".
- The folder has stopped syncing with your OneDrive for Business account.