As of Dynamics 365 version 9.x there is no longer a Microsoft provided download for the SDK. The following are options to get the tools
Using node package manager you can install and update the SDK Tools on your local machine
npm install -g d365sdktools
Use command d365sdk-update to download tools to current directory
Use command d365sdk-update --dir c:\sdk to download tools to a specific directory
Rerun the d365sdk-update command to update the folder to the latest tools
This zip file contains Core Tools, Plugin Registration Tool, and Package Deployer runtime
Download SDK Zip FileAfter you download, you must right-click properties and unblock the file before you unzip it locally
This zip file is updated daily to pickup any changes from nuget.com
Using the script on the following page you can download the tools
Get PowerShell Script