Cannot see any of the described options to download photo library from iCloud

I want to turn off iCloud but I do not want to lose the photos I have. I have read all the instructions for downloading photos from iCloud to my devices (iPhone and iPad). However, none of the download options described actually appears on my devices. There is absolutely no download option that I can find anywhere. I have gone into iCloud in settings many times and there is supposed to be a download option, apparently, but in fact there is not. I have tried logging into iCloud on my Mac to see if there is any way I can download from there, and there is not. I have tried going it with iCloud turned on and with it turned off. No matter what I try, I cannot ever see any option to download anything. My only choices are to leave iCloud on and be pestered endlessly or if I turn it off, it says everything will be deleted in 30 days. I just want to keep what I have. Is there somewhere I can find these download options?