Sync iCloud Documents Folder to Macbook Pro

I have just changed my Apple ID due to a new email address. The Documents folder on my MacBook Pro seems to have emptied out with this process. Now I just want to sync the iCloud Documents folder to the Documents folder on my MacBook Pro. I thought I did this after a lengthy downloading process yesterday. But Today when I open Finder and go to the Documents folder under Favorites, the files are not there. They are there in the Documents folder under iCloud.

Weirdly if I try to download a file or folder from iCloud>Documents it says it is downloading to my Mac Pro, a separate computer also on this network.

Would appreciate any ideas.