How do I add a shortcut to iCloud Drive to my Dock or Desktop

Sounds Great, Very Simple and Easy.

But unfortunately, following the above does not reveal the option 'Add to Dock':

On my MBP Dock I have a Finder Icon. If I click on this Finder Icon, a window opens showing a column on the left with Favorites on the top, then iCloud underneath it, follwed by Locations at the bottom. In this iCloud column is a list with iCloud Drive on the bottom. Clicking on them while holding the Shift key, or trying other keys like Control, Option or Command, does not give me the 'Add to Dock' option in window that pops up.

What am I not doing or what am I missing?

I had a direct link to the iCloud drive on my desktop a few operating systems ago and I miss it. I always keep my MBP up to date with the latest operating system and updates. It solves some problems (I may not be aware of) but every now and then it creates annoying ones.

Awesome. It worked and you ROCK! Thank You!

Is there a way I can put a 'cloud' picture on the file cover and move the file to the left side of the Dock?

I managed to do both these things before - but if I can't, I am VERY happy with what I have now.

Thank you. You were a big help!