Hi @Ware ,
We cannot directly connect to a SharePoint server 2019 site and sync a library to local with Microsoft OneDrive for Business. In Microsoft 365 SharePoint Online, it is feasible but we need additional configuration in SharePoint On-premise. We need OneDrive sync app in SharePoint Server 2019, you can download it firstly from here: https://go.microsoft.com/fwlink/p/?LinkId=248256. Then you have to set up your OneDrive. Please take a reference to this article: Set up Microsoft OneDrive in a SharePoint Server on-premises environment
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