I want to download my iCloud from old phone to the new I just bought

When you sign in on the new phone it will sync your iCloud data. Try that first.

One way is when you are setting up the new phone it will give you the option to transfer everything from the old phone by asking you to bring the old phone near the new phone.

Another option is to use iTunes on a mac to backup the old phone first. Then plug in the new phone, right click it in iTunes and select Restore from backup. This restores everything, however, the new phone will have to redownload all the apps.

Turn on Message syncing in your iCloud settings on the new phone.