Is there a way just to move my Documents folder back to my local drive?

That thing called iCloud Drive in your sidebar is, in fact, a folder on your computer. Everything you see in there is available by just clicking it, even if there is no internet. Really, that's a local folder. All that stuff is copied to iCloud so that it can be available to other devices.

If, in System Settings>Apple ID>iCloud, you have "Optimize Storage" turned on, then some files may be removed from your Mac to, well, optimize storage. For those you would need to be connected to the internet to bring them to the local drive. This is usually a few files that haven't been used in a while. I don't use "Optimize Storage."

If you want your Documents file to be in another folder, you can make a NewDocs folder in your User folder. Then just select everything in your Documents folder and drag them to the new place. You'll be warned that your Documents folder will be emptied and no longer available on iCloud. But really, if you don't have Optimize on, those files are just moving from one folder on your Mac to another.