Hi chavdar.kv,
You wouldn't back up data from iCloud. You would back up your device to iTunes on your computer by syncing the device to iTunes.
Photos would get imported into iPhoto or the equivalent photo program on a PC.
If you have a Mac, for instance, you would hook up your device using a USB cable. iPhoto would automatically start and would query your device to see if you had photos on it that had not yet been imported to iPhoto. It would then show you all of the photos that needed to be imported, you would click Import All, and they would get imported into iPhoto. If you have the same iCloud account signed onto your Mac as you do on your device, then the Mac also has a copy of your PhotoStream. You can move the photos in your PhotoStream folder on your Mac into a saved Album or Event at any time.
In addition, it is also a good idea to back up your iPhoto library on a fairly regular basis to an external drive.
You do not have to sync with iTunes on the computer in order to do this photo backup.
Here's a link to some info on iPhoto for Mac:
http://support.apple.com/kb/PH2503
This link has several other excellent links to the right of the article.
Cheers,
GB