You may use OneDrive for Business app to synchronize the files to a Windows PC. Please stop the synchronization after you have downloaded all documents from your OneDrive folder.
To set up Microsoft OneDrive, see user guide here for details.
To stop synchronization of a folder with Microsoft OneDrive,
To set up Microsoft OneDrive, see user guide here for details.
To stop synchronization of a folder with Microsoft OneDrive,
- Click the “OneDrive for Business” icon
under 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…”.
- Select the folder “OneDrive – The University Of Hong Kong” and click “Stop syncing”.
- Click “Yes”.
- Click “OK”.
- The folder has stopped synchronizing with your OneDrive for Business account.
\