A Microsoft file hosting and synchronization service.
Have you tried "Add to my OneDrive"? That should work much better than just downloading directly from the website.
Just add the entire folder. After it downloads you can move it out of your OneDrive folder on your PC. It won't take up your OneDrive quota.
But you need editing permissions on the folder assigned to you from the sharer.
I just discovered today that there is a daily downloading limit to OneDrive data of about 1/2 terabyte per day. I now have a gigabit internet and OneDrive can't keep up with this current backup I'm trying to make.