How do I move documents from iCloud to Mac

If you are signed in to iCloud on your Mac and have activated your iCloud Drive then the documents in iCloud are already on your Mac and in the iCloud Drive folder. They sync between the two.

You can use Finder to move a document from the iCloud folder on your Mac to another location on the computer; this will remove it from iCloud.

Desktop and Document folders can also be syncronised with iCloud and if you have chosen this in:

System Preferences > Internet Accounts > iCloud

OR

System Preferences > Apple ID > iCloud > iCloud Drive Options

the files in these two locations also will be iCloud unless you move them elsewhere.

Be aware that if you move items from iCloud they are no longer backed up unless you have a local backup regime.