CSOM

# Load the SharePoint 2013 .NET Framework Client Object Model libraries. #
[void][Reflection.Assembly]::LoadFrom("c:\Microsoft.SharePoint.Client.dll")
[void][Reflection.Assembly]::LoadFrom("c:\Microsoft.SharePoint.Client.Runtime.dll")
Clear-Host

$serverURL = "https://contoso.sharepoint.com/sites/test"
$siteUrl = $serverURL+"/documents”
$destination = "C:\temp\"
$DocumentLibary = "/Shared Documents"
$downloadEnabled = $true
$versionEnabled = $false

#Setup Authentication Manager
$AuthenticationManager = new-object OfficeDevPnP.Core.AuthenticationManager
$Ctx = $AuthenticationManager.GetWebLoginClientContext($serverURL)
$Ctx.Load($Ctx.Web)
$Ctx.ExecuteQuery()

Write-Host $Ctx.Web.Title

function HTTPDownloadFile($ServerFileLocation, $DownloadPath)
{
#Download the file from the version's URL, download to the $DownloadPath location
   $AuthenticationManager = new-object OfficeDevPnP.Core.AuthenticationManager
$Ctx = $AuthenticationManager.GetWebLoginClientContext($serverURL)
$Ctx.Load($Ctx.Web)
$Ctx.ExecuteQuery()

Write-Host $Ctx.Web.Title
    Write-Output "Download From ->'$ServerFileLocation'"
    Write-Output "Write to->'$DownloadPath'"

    $webclient.DownloadFile($ServerFileLocation,$DownloadPath)
}

function DownloadFile($theFile, $DownloadPath)
{
    $fileRef = $theFile.ServerRelativeUrl;
    Write-Host $fileRef;
    $fileInfo = [Microsoft.sharepoint.client.File]::OpenBinaryDirect($clientContext, $fileRef);
    $fileStream = [System.IO.File]::Create($DownloadPath)
    $fileInfo.Stream.CopyTo($fileStream);
    $fileStream.Close()
}

function Get-FileVersions ($file, $destinationFolder)
{
    $clientContext.Load($file.Versions)
    $clientContext.ExecuteQuery()
    foreach($version in $file.Versions)
    {
        #Add version label to file in format: [Filename]_v[version#].[extension]
        $filesplit = $file.Name.split(".")
        $fullname = $filesplit[0]
        $fileext = $filesplit[1]
        $FullFileName = $fullname+"_v"+$version.VersionLabel+"."+$fileext

        #Can't create an SPFile object from historical versions, but CAN download via HTTP
        #Create the full File URL using the Website URL and version's URL
        $ServerFileLocation = $siteUrl+"/"+$version.Url

        #Full Download path including filename
        $DownloadPath = $destinationfolder+"\"+$FullFileName

        if($downloadenabled) {HTTPDownloadFile "$ServerFileLocation" "$DownloadPath"}

    }
}

function Get-FolderFiles ($Folder)
{
    $clientContext.Load($Folder.Files)
    $clientContext.ExecuteQuery()

    foreach ($file in $Folder.Files)
        {

            $folderName = $Folder.ServerRelativeURL
            $folderName = $folderName -replace "/","\"
            $folderName = $destination + $folderName
            $fileName = $file.name
            $fileURL = $file.ServerRelativeUrl


            if (!(Test-Path -path $folderName))
            {
                $dest = New-Item $folderName -type directory
            }

            Write-Output "Destination -> '$folderName'\'$filename'"

            #Create the full File URL using the Website URL and version's URL
            $ServerFileLocation = $serverUrl+$file.ServerRelativeUrl

            #Full Download path including filename
            $DownloadPath = $folderName + "\" + $file.Name

            #if($downloadEnabled) {HTTPDownloadFile "$ServerFileLocation" "$DownloadPath"}
            if($downloadEnabled) {DownloadFile $file "$DownloadPath"}

            if($versionEnabled) {Get-FileVersions $file $folderName}

    }
}


function Recurse($Folder)
{

    $folderName = $Folder.Name
    $folderItemCount = $folder.ItemCount

    Write-Output "List Name ->'$folderName'"
    Write-Output "Number of List Items->'$folderItemCount'"

    if($Folder.name -ne "Forms")
        {
            #Write-Host $Folder.Name
            Get-FolderFiles $Folder
        }

    Write-Output $folder.ServerRelativeUrl

    $thisFolder = $clientContext.Web.GetFolderByServerRelativeUrl($folder.ServerRelativeUrl)
    $clientContext.Load($thisFolder)
    $clientContext.Load($thisFolder.Folders)
    $clientContext.ExecuteQuery()

    foreach($subfolder in $thisFolder.Folders)
        {
            Recurse $subfolder
        }
}


function Parse-Lists ($Lists)
{
$clientContext.Load($Lists)
$clientContext.Load($Lists.RootFolder.Folders)
$Ctx.ExecuteQuery()

    foreach ($Folder in $Lists.RootFolder.Folders)
        {
            if ($Folder.name -eq "sample"){   #onlydownload selected folder
                recurse $Folder
            }
        }

}

$rootWeb = $clientContext.Web
$LibLists = $rootWeb.lists.getByTitle($DocumentLibary)
$clientContext.Load($rootWeb)
$clientContext.load($LibLists)
$Ctx.ExecuteQuery()

Parse-Lists $LibLists