Removing Desktop and Docs from iCloud

I don't want documents and desktop items on my iCloud, I only wanted extra space for pictures. I follow their directions, System settings--> iCloud Drive--> Options-->Uncheck Desktop and Documents, and the Warning says: If you continue, items will be removed from the Desktop and the Documents folder on this Mac and will remain available in iCloud Drive. 'Turn off' (It does NOT have this warning description on Apple support, it just says hit 'DONE.')

I'm sorry, but what idiot came up with this idea? Why can't you just click it off like mail or calendar? Can anyone tell me when I do uncheck the box and hit 'Turn off' that I can get my things back on? Apple seemed to leave that part off.