Saving files to Mac Air hard drive NOT iCloud

I want to move some of my files out of iCloud and save my files on my Mac Air hard drive. Finder will not let me create folders or save directly to my hard drive. I can't drag and drop files to the hard drive. There is no option in the system settings to turn iCloud off or direct the computer to save to my hard drive.

I am wondering why I have bought a computer that forces me to do what its manufacturer wants and won't do what I want it to do.

Very close to trading it in and going to IBM because Apple have taken so much control over what I can and can't do with this laptop. My 10 year old Mac Air has better functionality than this thing!