internal static void DownloadFilesFromSharePoint(string siteUrl, string folderPath, string tempLocation)
{
    string username = "my.username@company.com";
    string passwordFromForm = "password.from.form";

    var securedPassword = new SecureString();
    foreach (var c in passwordFromForm.ToCharArray()) securedPassword.AppendChar(c);
    ClientContext ctx = new ClientContext(siteUrl);
    ctx.Credentials = new SharePointOnlineCredentials(username, securedPassword);

    FileCollection files = ctx.Web.GetFolderByServerRelativeUrl(folderPath).Files;

    ctx.Load(files);
    ctx.ExecuteQuery(); //Error here

    foreach (Microsoft.SharePoint.Client.File file in files)
    {
        FileInformation fileInfo = Microsoft.SharePoint.Client.File.OpenBinaryDirect(ctx, file.ServerRelativeUrl);
        ctx.ExecuteQuery();

        var filePath = tempLocation + file.Name;
        using (var fileStream = new System.IO.FileStream(filePath, System.IO.FileMode.Create))
        {
            fileInfo.Stream.CopyTo(fileStream);
        }
    }
}