How do I move icloud files back to my hard drive

I got confused about how iCloud backup works. I thought it would copy my documents and desktop to cloud, not move them there entirely. It's not nearly enough storage for all of those things. So now I have many folders that look like they have not copied to the iCloud drive for lack of space, and some that have copied.

I want to move it all back to my hard drive. I don't want it moved to just cloud. The only info I can find is about deleting files off the cloud or upgrading storage, and I'm afraid if I delete them they'll be gone forever. I wish I had never turned on that option.

Is there any way to reverse this without losing all my files?