Moving Documents folder to computer from iCloud

Initially if iCloud Drive is turned as on and desktops and documents box are checked https://support.apple.com/en-in/guide/mac-help/mchle5a61431/10.14/mac/10.14

The documents can be moved out to another folder see the article https://support.apple.com/en-gb/guide/mac-help/mchl1a02d711/10.14/mac/10.14

• On your Mac, drag items from iCloud drive to another folder in the Finder sidebar or on the desktop, such as Downloads, Movies, Music and Pictures. 
• The items are copied to your Mac and removed from iCloud Drive on all your devices set up for iCloud. If you change your mind, you can drag items back to iCloud Drive.

You can delete documents by signing in with Apple ID and password at www.icloud.com , they will also get deleted from iCloud Drive also ( it works like a mirror ) .

See section on turning off:

Add your Desktop and Documents files to iCloud Drive - Apple Support

1. From your Mac, go to Apple menu  > System Preferences > iCloud.
2. Next to iCloud Drive, click Options.
3. Deselect Desktop & Documents Folders.
4. Click Done.

That is tricky wording. See the fine print:

"If you turn off iCloud Drive or sign out of iCloud, you have the option to keep a local copy of your files that are in iCloud Drive. Whether you decide to keep a local copy or not, a new Desktop and Documents folder is created in your home folder."