SharePoint Online Client Components SDK enables to perform activities on SharePoint online via powershell commands
SharePoint Online Client Components SDK can be downloaded from https://www.microsoft.com/en-us/download/details.aspx?id=42038
Upload_big_files_sharepoint_v3.ps1 - is an example for uploading files to a folder in a given sharepoint library
Big files needs to be handled specially while uploading to sharepoint the same is also demonstrated in the code
download_sharepointfile_v3.ps1 - is an example for downloading files from a provided Sharepoint URL to a specified fodler