You can restore SharePoint Online documents to a disk.
Procedure
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From the Command Center navigation pane, go to Protect > Microsoft 365.
The Microsoft 365 Overview page appears.
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On the Apps tab, click the app.
The Overview page of the app appears.
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To perform a restore, click Restore on the upper-right area of the page.
The available Restore options tool appears.
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To restore individual documents, select Restore documents, and then click Next.
A list of SharePoint Online folders and documents appears.
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Select the documents to restore, and then click Restore. You can also search for a document from the Search box.
The Restore options tool appears.
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On the Destination tab, select File Location.
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Specify the restore location, and then click Next.
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From the Server list, select the server where you want to restore the sites.
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Beside the Destination path box, click Browse, select a folder location, and then click Save.
The Options tab appears.
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To include deleted items in the restore, select Include deleted items, and then click Next.
The Review tab appears.
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Review your selections, and then click Submit.
The Summary tab appears.
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Click Close.