When we work with the managed client object model (CSOM), we need to create a ClientContext class (in Microsoft.SharePoint.Client assembly) to access SharePoint Online sites and site collections. To use this class we should add the dll reference of Microsoft.SharePoint.Client.dll.
But it is not installed by default in your machine, you need to download and install the SharePoint Server 2013 Client Components SDK from MSDN.
After the installation is done, you will find the dll in at the following location:
C:Program FilesCommon FilesMicrosoft SharedWeb Server Extensions15ISAPI
You can also download directly from nuget packages : https://www.nuget.org/packages/Microsoft.SharePoint.Client.dll/
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