Saving and storing photos & videos with original dates?

Hi, my iCloud storage is getting huge and I want to take some of the pictures and videos off the iCloud and store them on a big hard drive I have. But I notice when doing so, all the files will have new dates on them (the date I transfer the files to the hard drive) and doesn't keep the date of the original. An original picture is stored on iCloud with the date and time it was taken or transferred to my iPhone for instance. But when I move this picture from iCloud to the hard disc, the photo gets stored on the hard drive with the date I transfer it to the hard drive. I would like to store the photo with the original date it was taken.

How do I do this?