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I can see Documents in Finder under iCloud, but under my User account, there are no Documents. How can I set up iCloud to keep my Documents stored on my Mac?
MacBook Pro 15", macOS 10.14
The files in the Documents folder that you see in Finder under iCloud on your Mac are on your Mac as well as in iCloud. The exception to that is if your Mac is low on storage space and you have the Optimize option turned on. For information on that, see the following excerpt from Add your Desktop and Documents files to iCloud Drive - Apple Support
If you need more space on your device, iCloud Drive can help. On your Mac, go to Apple menu > System Preferences > iCloud. Next to iCloud Drive, click Options and turn on Optimize Mac Storage. Then your Mac keeps all of your recent files on your computer, but keeps your older ones only in iCloud, ready for you to download when you need them again.
The files in the Documents folder that you see in Finder under iCloud on your Mac are on your Mac as well as in iCloud. The exception to that is if your Mac is low on storage space and you have the Optimize option turned on. For information on that, see the following excerpt from Add your Desktop and Documents files to iCloud Drive - Apple Support
If you need more space on your device, iCloud Drive can help. On your Mac, go to Apple menu > System Preferences > iCloud. Next to iCloud Drive, click Options and turn on Optimize Mac Storage. Then your Mac keeps all of your recent files on your computer, but keeps your older ones only in iCloud, ready for you to download when you need them again.
How to keep updated copy of Documents on my Mac in addition to iCloud
