Can I get my photos from iCloud to WalMart for printing?

I have the Photos app on my computer. Recently I turned on iCloud Photos and purchased additional iCloud storage space. I set up my computer, phones, ipads all to send newly taken photos to iCloud. All my photos now end up in one place, which I thought was going to be awesome. Then I tried to work with the photos...

I open the Photos app and try to drag a photo to the desktop. It doesn't allow me to do that anymore.

I try to grab a set of photos and drag them to the desktop into a folder. Nope, can't do that anymore.

I cmd+a to select all the folders in a moment (about 150 photos) and create a new album using the "+" button... the album is created and automatically available in iCloud... but doesn't contain all the photos for some reason.

Then I discover that I can't cmd+a to select a bunch of photos in iCloud. Seriously? I can't select more than one at a time without holding cmd down while clicking each photo... and if you accidentally click between photos it resets you to zero photos. This is absolute garbage.

All I want to do is pull a set of pictures from iCloud photos into a folder on my desktop so I can upload them to WalMart and print out some sweet prints. Apple has taken what used to be a 5 minute task and made it an experience similar to the time I was biking down a hill at 25mph and fell off my bike and got road rash on half of my body.

Any help would be appreciated.