How do I download photos to a thumb drive from the Icloud

Select the images on iCloud, press the option key (copy), and drag/drop to your suitably sized thumb drive mounted to your Mac desktop.

Hey dickaide,
I understand that you would like to download your photos that are located within iCloud and save them to a thumb drive. I can help you out with that.
If you use iCloud Photo Library, you can save those directly from iCloud.com and point them to the destination of your thumb drive. Take a look at the quoted section below to walk you through how to save your photos from iCloud.

Download photos or videos to your computer

1. Go to Photos on iCloud.com.

2. Do one of the following:

   • Click Moments to see your photos or videos grouped by time and location.

   • Click Albums, then click an album to view its contents.

3. Click Select Photos.

4. Select the photos or videos you want to download, then click Download.

   The largest available version of each photo and video you select is saved in your Downloads folder on your computer (or other folder specified in your web browser’s preference or options settings).

Access your photos and videos on iCloud.com
http://help.apple.com/icloud/#/mmc50669030d
Take it easy