iCloud drive not in the Finder Window?

The iCloud Drive will appear in the Finder sidebar, if you add it to the side bar in the Finder preferences.

Bring the Finder forward by clicking onto the Desktop, then go to the menu Finder > Preferences (or use the keyboard shortcut ⌘; ) . Click the sidebar tab and enable iCloud Drive.

Do you have iCloud Drive turned on in Apple menu > System Preferences > Apple ID > iCloud?

Did you use the Finder "Go" menu to access it?

Did you add iCloud Drive to the Finder sidebar via Finder > Preferences > Sidebar?

You have right clicked on iCloud Drive folder from finder window and removed from side bar .

Make sure you have also set up iCloud Drive see the article https://support.apple.com/en-in/HT204025