I have a fresh install of El Capitan. iCloud Drive does not sync all my documents! WHY?

This problem is getting a little old. I just bought a new iMac 5K. Nice machine. However It only and syncs the iCloud drive documents that are associated with Pages, Number, Keynote, Preview et all Apple programs. I have a 1 TB plan. I have a whole host of other files on iCloud Drive. How come they won't sync to my computer. Better yet. How come there is not a option to choose what you can sync and what you can't. VERY DISAPPOINTING,