How do I change the default location of the desktop and documents folders in Mojave from iCloud to the hard drive?

See the "Turn off Desktop and Documents" section of Add your Desktop and Documents files to iCloud Drive - Apple Support

and be sure to read the fine print in that section as well.

ColPanik wrote:

This new iMac is impressive. It has a 1TB hard drive. Every time I save a file, the default location for the file is the desktop, which takes up iCloud space, not hard drive space. The default Documents folder is also on iCloud. I understand that the goal is to enable "hand off" between devices, but I prefer to save my documents on my capacious hard drive and not clutter up my iCloud storage. How do I change this behavior?

How to Restore Your Desktop and Documents After Disabling iCloud ...