When saving files in Excel - it is possible to save them directly on your own Sharepoint or Onedrive environment.
This way the files are directly available on your local environment and there is no need to upload/download them trough our portal.
To do this, simply select OneDrive on the "Save as" screen:
If this is not available, this can be added by clicking on "Add a Place" and then selecting OneDrive for Business:
A login prompt will show up requiring you to re-enter your credentials. After logging in, the OneDrive and Sites options will become available. Logging in is a one time action.