back up my icloud on an external hard drive

See the following Apple Support article for information on archiving iCloud data: Archive or make copies of the information you store in iCloud - Apple Support

or depending on what you are wanting to do, be aware that if you do not have Optimize Storage turned on for iCloud Drive, there will be a local copy on your Mac of all iCloud Drive data and that will be included in a Time Machine backup.

And if you do not have Optimize Storage turned on in Photos Settings (or Preferences) there will be a local copy of all iCloud Photos on your Mac and that will be included in a Time Machine backup.