Q: I bought some movies on iTunes and they are on my computer but I don't know why they are not in the iCloud, can you tell me why?

Are you in a country where films can be redownloaded - the page that you posted from should list countries and where the different content types can be redownloaded. But even if you, not all countries have agreed to allow their films be redownloaded, and there is no guarantee that a film (or any other item) will remain in the store, so you shouldn't rely on being able to redownload them. You also can't add films and/or tv programmes to the cloud, whether an item appears there depends upon your country, the film studio, and if it remains in the store.

If you are in a country where films can be redownloaded, and those films are still in your store, then if they don't show in the cloud check to see if they care hidden : http://support.apple.com/kb/HT4919