why can't I download content to my hard drive? I downloaded my icloud content to a folder on my hard drive THEN deleted content on icloud. Now I can't view the files on my hard drive. When I try it opens icloud and says no content.

I downloaded all my content from icloud to a folder on my hard drive. It took a while, but all downloaded. I checked the videos in my new folder on my hard drive and they all played nicely. Safe in the knowledge they were all downloaded I then deleted my content on icloud. Now, when I try and view the files ON MY HARD DRIVE, they don't work. My PC tries to open icloud and they says no content. HELP. Surely I downloaded them? Why won't they play? Even the pictures can't be viewed?