Hello,
You will either want to export the users via PowerShell or go to https://admin.microsoft.com > Users > Active Users > Export Users:
Then you can either run one by one through the CSV or create a PowerShell script utilizing New-ADUser iteritively through the CSV file with a for each loop.
New-ADUser
Import-Csv
Side Note: You cannot use Azure AD Connect to sync from Office 365 Cloud to on-prem (as it is only on-prem to Cloud).
If this is helpful please accept answer.