Copying files from iMac iCloud to USB drive without deleting from Mac

On a Mac, if you drag an object from one folder to another, it is moved rather than copied--it disappears from the originating folder. But when dragging from a Finder Folder to another drive, the object is copied.

In spite of the name, iCloud Drive is a folder on the Mac--it does not behave like a drive, but rather, it behaves in every way like any other folder. The only difference is that its contents are automatically synchronized with iCloud Drive at iCloud.com

So, as 6x6 has said, if you just drag a file from iCloud Drive to an external drive, it is copied there.

Hello PDB,

If you drag files or folders from iCloud Drive to an external USB drive, they will only be copied (you'll see a "+" icon as you are dragging them.) The originals will stay on iCloud.

You can hold down the Option key on your keyboard while dragging, it will make sure to copy (not move) the file. A little green + sign will appear next to the file icon that you're dragging as you hold down the Option key.