Can we query more than 5000 library items in Sharepoint online library using CSOM?

I am writing a console application to fetch all documents from the SharePoint Online Site. I am worrying what happens if library items grow beyond 5000 items. In my earlier experience from SP2010, I will raise the threshold limit from Central Admin Site
and then perform my CAML query operation. In SharePoint Online Site, is this possible ? If not, is there any alternative to get all the documents above 5000 limit ?

At the moment I wouldn't advise it without using folders.
You can, definitely, add more than 5k items in Office 365 lists. If you design them well and add indexes before you go over the threshold then it should be fine.
HOWEVER, once you go over the 5k threshold you lose the ability to change all the items in the list at once. Which means you can't add indexes to columns, can't add new columns, can't remove columns or perform any large admin task.
Incidentally CAML queries and upping the threshold are either/or options in on-premises installs. CAML is the way forward and can be used without increasing the threshold in the vast majority of cases.
In terms of support the MS documentation is unhelpful:
http://office.microsoft.com/en-gb/office365-sharepoint-online-enterprise-help/sharepoint-online-software-boundaries-and-limits-HA102694293.aspx
There it states that MS only support 5k items in a site list/library.

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