ICLOUD DRIVE CONFUSION

I have a 2010 Macbook Pro and a 2020 iMac. I went to look for some music files I thought I had on the laptop, but when I searched for them they were only to be found in "icloud->desktop->personal stuff->sound" so I tried to download the folder (I assume that icloud drive is cloud-based and not a local storage location). A message popped up asking me if I wanted to delete the folder from icloud drive indicating that it would be removed permanently from all locations, so I clicked “cancel.” 

I could figure out no way to actually get these files onto the laptop (I tried dragging and dropping the folder) so I could work with them. When I went to my desktop to see if those files appeared in my icloud drive there, none of them appeared, although there was a whole other file structure with different files. 

When I returned to the laptop I watched in horror as icloud drive automatically deleted folder after folder and replicated the files and file structure that were on my desktop and now I can’t find any of the files that were in icloud drive through the laptop. During a portion of this automatic rearranging process a tiny cloud appeared next to the folder on the laptop and when I hovered over the cloud it said “downloading” - until it was gone… I find nothing in downloads on my laptop...

Any help or insight would be greatly appreciated.