To create a .NET managed client application that uses the client object model, you must set references to two client library DLLs: Microsoft.SharePoint.Client.dll and Microsoft.SharePoint.Client.Runtime.dll. You can find it in %ProgramFiles%\Common Files\Microsoft Shared\web server extensions\16\ISAPI folder or your SharePoint server.
or Install the Microsoft.SharePointOnline.CSOM NuGet Package, which will work "on prem" as well as in SP O365.