I found this free tool on the internet. It’s the “SharePoint version” of FileZilla.
With this tool you can easily upload & download files to and from SharePoint (also the online version). You can also easily create subdirs, remove files etc. More information can be found here.
This program did not work with me, I typed user, password and the link that appears in the browser and only gave error.
Thank you for your feedback. Did you make sure you have the right url? Specify the sharepoint/teamsite url