download from icloud

Download what exactly?

Your iCloud storage is on an Apple server. It cannot be applied to your device's local storage capacity in any way.

You can download files, photos, notes etc... from iCloud, and move them onto an external drive if you want to, and that will free up space on iCloud, but not necessarily on your device.

You can also move content from your device to an external drive to free up local storage space on your iPhone.

click here ➜ Connect external storage devices to iPhone - Apple Support

Download what?

You can log in to https://icloud.com and download anything form there, including synced Photos, contacts, files etc...

You cannot download anything contained in an iCloud device backup however or download the actual backup package. You can only restore it to an erased device.