Undesired backups

Hi, I'm new to this ICloud stuff and not really sure on how it works.

I have my children's MacBook Laptops sharing my Apple account so they can download the Apps that they need whenever's needed. We are all connected to ICloud and their Laptops are synchronized with my IPad, IPhone and MacBook laptop.

My question is: When I download a video from the Internet (e.g. adult content), but not save it to my computer, is this video downloaded automatically to my ICloud account? In this case is there any possibility that the content of these videos or even pictures could go to my Children's laptops when a sync is performed?

What can I do to guarantee that this will never happen?

Thanks for reading and for any possible help.