You won't see iCloud if your Mac is running an OS X version prior to OS X Lion 10.7. In System Preferences you will see one of:
Internet

.Mac

MobileMe

iCloud appears in OS X Lion 10.7 and OS X Mountain Lion 10.8

OS X 10.9 Mavericks

OS X 10.10 Yosemite

Check what version of OS X is on your Mac:
Find the OS X version and build information on your Mac - Apple Support
If you are running an earlier OS X version, you'll need to upgrade to OS X Lion 10.7.5 or later to set up iCloud on your Mac. Check if your Mac meets the system requirements to upgrade:
System requirements for OS X Lion and Mac OS X v10.6 - Apple Support
OS X Mountain Lion system requirements - Apple Support
OS X Mavericks system requirements - Apple Support
How to install OS X Yosemite on your Mac - Apple Support
If your workflow depends upon particular applications, check OS X version compatibility before upgrading:
http://roaringapps.com/
Not all iCloud features are available to all versions of OS X that support iCloud:
System requirements for iCloud - Apple Support
Check the iCloud support site for getting started and individual iCloud features:
https://www.apple.com/support/icloud/