You cannot add them directly to iCloud except by copying the files directly into iCloud Drive, however there is no option on the Apple TV to access iCloud Drive files directly.
You can use Home Sharing to access the movies on your computer from the Apple TV however. Link-> Use Home Sharing to share media from a computer to other devices - Apple Support
To get them onto other devices you would need to sync them directly: link-> Sync iPhone with your computer - Apple Support
For a cloud based solution, you will need to look at 3rd party Apps that can access cloud storage and stream videos from there such as VLC or Plex. Both available for Apple TV and other Apple devices.
Link-> https://www.videolan.org/vlc/streaming.html
Link-> https://apps.apple.com/us/app/plex-movies-tv-music-more/id383457673