If you only need to download a few files, it is easiest to download them individually.
If you wish to download several files or you would like a copy of everything in your OneDrive, it is best to perform a sync.
Any files that are saved on your machine because of a sync will remain in place in you disconnect the OneDrive Client.
If you are currently syncing other accounts clicking the OneDrive icon will open your OneDrive folder. You will need to click on the cloud in the lower right corner, click the three dots, then click "Settings". From the Settings menu, on the Account Tab, click "Add an Account".
Enter your username (the part of your email before the @ symbol) and your password (same password you use with your email) and hit OK.