Hello CCoverdill,
Thank you for reaching out to Apple Support Communities.
We were able to find this on downloading your photos:
"Download your photos and videos from iCloud Photos

In iCloud for Windows 11.1 or later
New photos and videos you add to iCloud Photos are shown on your PC automatically. To download the file from iCloud when you view it, double-click its thumbnail. You can also keep your photos downloaded on your PC with these steps:
- Open File Explorer.
- In the Navigation pane, click iCloud Photos.
- Select the images you want to keep on your PC.
- Right-click the selection and choose "Always keep on this device."
If you change a photo or video on another device or on iCloud.com, it updates automatically on your PC.
In older versions of iCloud for Windows
New photos and videos you add to iCloud Photos will automatically download to your PC. You can also download older photos and videos with these steps:
- Open File Explorer.
- Click iCloud Photos in the Navigation pane. If you don’t see iCloud Photos, click Pictures in the Navigation pane, then double-click iCloud Photos.
- Click the Notification area in the taskbar, then click Download Photos in the iCloud Photos notification. Choose the photos and videos you want to download by year.
Your photos and videos download to the location you set in iCloud Photos Options.
In iCloud for Windows 10 or later, if you change a photo or video on another device or on iCloud.com, it updates automatically on your PC."
More details can be found here: Set up and use iCloud Photos on your Windows PC
There isn't seem to be an automatic way to download photos. They will sync automatically.
We would recommend leaving feedback for Apple directly.
You can do so by going to iCloud
Cheers!