My problem is, when i save the pictures on my hdd, the date is incorrect. I only get the export-date as file-creation date. I want to get the date i have taken the picture. Is there any possibility?
That is the expected behaviour. the download from iCloud creates a new file, the file creation date will be the date the file has been created. But the capture date of the photo will be embedded as an EXIF tag and most photo editors will use this EXIF tag to show the capture time of the photo. For example, I just downloaded a photo from www.icloud.com and opened it in Preview. The Inspector is showing the correct capture date as an EXIF tag "Date/Time Original":
But there is no way to set the file creation date to the capture date during the download. You would have to set the system clock of your Mac back or change the creation date of the file afterwards with a tool like "A Better Finder".