You can use the new OneDrive sync client to sync files from SharePoint document libraries to your PC or Mac.
Synchronization of changes between your computer and SharePoint are handled in a smooth and efficient manner. Using the OneDrive sync client can help save you time and help manage your collaboration efforts much more effectively.
When you are connected, synchronization can occur automatically behind the scenes, although you can make the changes manual if you want. When you are not connected —at home, on the road, or in the air — you can continue to work on your computer. When you come back online, OneDrive synchronizes changes you and others made while you were offline.
For example, you can edit documents, presentations, files, and lists (both native and external) on your computer while offline on a business flight. You can do this by using your standard Office products and features, such as Office Word 2016, Office Excel 2016, and Office OneNote 2016. When you come back online to your SharePoint sites, all the changes can be synchronized automatically, and any conflicts resolved smoothly.
Step by step instructions can be found on Office 365 here.