To open iCloud, you must be running OS X 10.7.2 or later. To set up iCloud on the Mac, open System Preferences > iCloud, type your Apple ID and follow the steps.
If you don't find iCloud on System Preferences, you aren't running a compatible OS X version. If you are running Mac OS X 10.6.8, first check that your computer is compatible with Mountain Lion > http://www.apple.com/osx/specs If it's compatible, open the App Store and purchase OS X Mountain Lion.
While it's being downloaded, make a backup of your data and check that your applications are compatible > http://www.roaringapps.com When the download finishes, the OS X installer will appear, so follow the steps to upgrade to OS X Mountain Lion. After upgrading, open System Preferences > iCloud, and follow its steps