How do I download all my photos from iCloud using the app for Windows PC?

Hello,

I want to download all my photos from iCloud to Windows PC. I know I can't use iCloud.com to select all and download, but I thought that I could use the iCloud for Windows to download all photos.

But I can't find the iCloud app on my PC after it's initial setup screen.

I want to download photos to PC and then delete from iCloud to make some space for backup.

Many thanks in anticipation.