Its not necessary to always manually download files from iCloud.com , set up iCloud Drive see these articles https://support.apple.com/guide/icloud/what-is-icloud-drive-mmd0b4a7f5e8/icloud
https://support.apple.com/en-us/HT204025
https://support.apple.com/en-in/guide/mac-help/mchle5a61431/10.14/mac/10.14
Make sure the file size is less than 50 GB https://support.apple.com/en-us/HT201104
What types of files can I store in iCloud Drive?
You can store any type of file in iCloud Drive, as long as it's 50GB or less in size and you don't exceed your iCloud storage limit. That means you can keep all of your work documents, school projects, presentations, and more up to date across all of your devices. Learn more about managing your iCloud storage.
You shouldn't store app folders, libraries, or .tmp files in iCloud Drive.
Read this also https://support.apple.com/en-gb/guide/mac-help/mchlp1774/10.14/mac/10.14