Download iCloud back up to my phone

You cannot directly download an iCloud backup.

You can restore an iCloud backup to a new or wiped iPhone during setup by following the steps here: link-> Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

How do I download my iCloud backup to my iphone

Do you want to restore iCloud bakup? if so see -> Restore your iPhone, iPad or iPod touch from a backup

Restore your iPhone, iPad or iPod touch from a backup – Apple Support (UK)