Is MobileMe the same as iCloud?

No: MobileMe was an Apple online service which had some similarities with iCloud but isn't the same thing: it was discontinued six months ago and so the Preferences pane on your Mac will do nothing.

The reason you don't have an iCloud Preference pane is that you are running a system earlier than Lion 10.7.2, the required minimum. On earlier systems the only aspect of iCloud you can access is the email, which you can set up manually, and on Snow Leopard possibly the calendar syncing using a hack. The other facilities are not available to you until you upgrade your operating system (which would be dependent on the ability of your computer to handle a more recent system.

How can I get the icloud on my mac? do I have to Download Lion?

The minimum requirement for iCloud is Lion 10.7.2 (Mountain Lion preferred): the iCloud Preference Pane does not appear on earlier systems - the MobileMe pane appears on Lion and earlier but is non non-functional - you cannot now open or access a MobileMe account.

You can set Snow Leopard up to access the email on an existing iCloud account which has been set up on a compliant device, and you may be able to sync iCal using an unsupported (and possibly unreliable) hack, but no other facilities will work. You cannot open an iCloud account on Snow Leopard.

This page outlines the limited use you can make of an existing iCloud account with Snow Leopard:

http://www.wilmut.webspace.virginmedia.com/notes/icloudSL.html

To make full use of iCloud you will have to upgrade your Mac to Lion or Mountain Lion, provided it meets the requirements.

The requirements for Lion are:

• Mac computer with an Intel Core 2 Duo, Core i3, Core i5, Core i7, or Xeon processor
• 2GB of memory
• OS X v10.6.6 or later (v10.6.8 recommended)
• 7GB of available space

To purchase it you will have to ring Apple at the number given at the bottom left of this page.

The requirements for Mountain Lion are listed here:

http://www.apple.com/osx/specs/

It is available from the Mac App Store (in Applications). (If you are currently pre-Snow Leopard you will have to upgrade to that to access the Mac App Store: it's available in the online Apple Store.)

You should be aware that PPC programs (such as AppleWorks) will not run on Lion or above; and some other applications may not be compatible - there is a useful compatibility checklist at http://roaringapps.com/apps:table