Files not downloading on my Mac from iCloud
See the articles Download items from the web using Safari on Mac - Apple Support
If you can’t download an item from the web using Safari on Mac - Apple Support
As per this article Show or hide filename extensions on Mac - Apple Support
When you rename a file or folder, don’t change its filename extension, or you may no longer be able to open the file with the app that was used to create it. To be warned before you change an extension, select “Show warning before changing an extension” in the Advanced pane of Finder preferences.
If you want to change a file’s format, use the app you used to create the file. For example, TextEdit can convert a document from plain text format (.txt) to a rich text format (.rtf), and Preview can convert many types of graphics files.
Make sure you had turned on iCloud Drive and desktops and documents box see the articles Add your Desktop and Documents files to iCloud Drive - Apple Support
Use iCloud Drive to store documents on your Mac and iOS devices - Apple Support
Get file, folder and disk information on Mac - Apple Support
iCloud Drive FAQ - Apple Support
See the section - What types of files can I store in iCloud Drive?
Check your network speed , also sufficient iCloud storage space is necessary to download the files Check your iCloud storage on iCloud.com - Apple Support
Read Change General preferences in Safari on Mac - Apple Support