Download and Install SharePoint Online Client Components SDK using PowerShell

#Load SharePoint CSOM Assemblies
Add-Type -Path "C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\16\ISAPI\Microsoft.SharePoint.Client.dll"
Add-Type -Path "C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\16\ISAPI\Microsoft.SharePoint.Client.Runtime.dll"

#Get Credentials to connect
$Cred= Get-Credential
$SiteURL = "https://crescent.sharepoint.com"
 
#Setup the context
$Ctx = New-Object Microsoft.SharePoint.Client.ClientContext($SiteURL)
$Ctx.Credentials = New-Object Microsoft.SharePoint.Client.SharePointOnlineCredentials($Cred.Username, $Cred.Password)

#Get The Web
$Web =  $Ctx.Web
$Ctx.Load($Web)
$Ctx.ExecuteQuery()

#Get Web Title
Write-host $Ctx.Web.Title

#Parameters
$DownloadURL = "https://download.microsoft.com/download/B/3/D/B3DA6839-B852-41B3-A9DF-0AFA926242F2/sharepointclientcomponents_16-6906-1200_x64-en-us.msi"
$Assemblies= @(
        "C:\Program Files\Common Files\microsoft shared\Web Server Extensions\16\ISAPI\Microsoft.SharePoint.Client.dll",
        "C:\Program Files\Common Files\microsoft shared\Web Server Extensions\16\ISAPI\Microsoft.SharePoint.Client.Runtime.dll"
    )

#Check if all assemblies given in the list are found
$FileExist = $True
ForEach ($File in $Assemblies)
{
    #Check if CSOM Assemblies are Found
    If(!(Test-Path $File))
    {
        $FileExist = $False; Break;
    }
}

#Download and Install CSOM Assemblies
If(!$FileExist)
{
    #Download the SharePoint Online Client SDK
    Write-host "Downloading SharePoint Online Client SDK..." -f Yellow -NoNewline
    $InstallerPath = "$Env:TEMP\SharePointOnlineClientComponents16.msi"
    Invoke-WebRequest $DownloadURL -OutFile $InstallerPath
    Write-host "Done!" -f Green
    
    #Start Installation
    Write-host "Installing SharePoint Online Client SDK..." -f Yellow -NoNewline
    Start-Process MSIExec.exe -ArgumentList "/i $InstallerPath /qb" -Wait
    Write-host "Done!" -f Green
}
Else
{
    Write-host "SharePoint Online CSOM assemblies are already installed!" -f Yellow
}