You can restore SharePoint Online documents to a disk.
Procedure
From the navigation pane, go to Protect > Office 365.
The Office 365 apps page appears.
Click the app that contains the documents to restore.
The app page appears.
On the Sites tab, select the sites that contain the documents to restore.
Click Restore, and then click Restore documents.
Select the documents to restore.
You can also search for a document from the Search box.
Click Restore.
The Restore options dialog box appears.
From the Restore to list, select Disk.
From the Destination client list, select the client to restore the documents to.
To specify the location to restore the documents, in the Path box, click Browse, and then select a location.
To overwrite existing items at the destination client, select the Unconditionally overwrite if it already exists check box.
For Restore to disk as, specify the format to restore the documents in:
To restore in the SharePoint native backup file format, select SharePoint native backup files.
You can use the SharePoint native files to import to SharePoint as a package.
To restore in the same format as uploaded on the SharePoint site, select Original files.
Click Restore.
Tip: To search for data to restore, use the search box in the upper-right area of the page. When you click the search box, more search capabilities appear.