I just got a new MacBook Air and put in an id and pw different from my iPhone and iPad. How do I share files in the iCloud?

See: Use iCloud File Sharing to share folders and documents with others - Apple Support

Have you logged into iCloud?

There are various reasons why these things may or not function.

Hard to troubleshoot or help, without 'map and compass' course.

Some has to do with Continuity and other features between products.

Good luck& happy trails!🌞❄️