I suggest using requests:

import requests
dls = "http://www.muellerindustries.com/uploads/pdf/UW SPD0114.xls"
resp = requests.get(dls)

output = open('test.xls', 'wb')
output.write(resp.content)
output.close()

To get requests installed:

pip install requests

You can use simple html links:

link:

<a href='/path/to/excel/file.xls' target="_blank">Download</a>

button:

<form>
<input type="button" value="Download" onClick="window.location.href='/path/to/excel/file.xls'">
</form>

Thanks to finding out OneDrive for Business is actually a re-branded Sharepoint 2013 and an answer in Sharepoint@SE I managed to get a link for programmatic download of a document.

One way to achieve is to right click on the document in the web GUI and take the URL there. It didn't work for me as this URL required authentication, but...

Taking the prefix of the URL e.g.

 https://acmeacme.sharepoint.com/personal/myname/_layouts/15/download.aspx?SourceUrl=

and the "usual" URL generated as guest link

 https://acmacme.sharepoint.com/personal/myname/_layouts/15/guestaccess.aspx?guestaccesstoken=123123%3d&docid=123123

and concatenating them turned out to work like a charm:

wget https://acmeacme.sharepoint.com/personal/myname/_layouts/15/download.aspx?SourceUrl=https://acmacme.sharepoint.com/personal/myname/_layouts/15/guestaccess.aspx?guestaccesstoken=123123%3d&docid=12312