How do I save documents to laptop instead of iCloud on Mac running Sequoia?

If you want everything local, disable the iCloud Drive feature Desktop and Documents:

Add your Desktop and Documents files to iCloud Drive - Apple Support

Untangling that iCloud usage requires copying files around: When you turn off Desktop & Documents Folders, your files stay in iCloud Drive and a new Desktop and Documents folder is created on your Mac in the home folder. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.

When you save, choose a location on your Mac that does not sync with iCloud.