Hey there renolite,
Thanks for reaching out to Apple Support Communities. We understand that you're having issues finding the option to set locations to download your photos using iCloud. You mentioned that you tried resetting your browser; to clarify, are you attempting to access your photos through www.icloud.com? If so, you may want to consider setting up iCloud for Windows. "When you turn on Photos, iCloud for Windows creates a Photos folder in File Explorer called iCloud Photos...New photos and videos you take automatically download from iCloud Photos. You can also choose to download your entire collection by year." Take a look here on how you can set up iCloud for Windows on your PC:
Set up and use iCloud for Windows
We hope this helps!
Cheers.