Q: No icloud photos on my new PC

I just got a new PC computer and I cannot seem to figure out how to download my icloud photos.  All of the instructions say to click on "options" next to "photos".  Unfortunately, as is usually the case, I do not see the things on my screen that online instructions tell me I should.
I am using windows 10.  If I open the icloud app, there is a button for photos.  If I click on that button, I get a screen with three options:  download (it says there is nothing to download), upload, or share.  That's all I see.

Any suggestions?

I tried sharing my camera roll with myself via my iphone, but I don't see that that did anything.

Thank you.