Go to System Preferences > iCloud > iCloud Drive
Select Options

Check to see if you have Desktop & Documents Folders checked. If yes, you should see your Desktop and Documents folder under iCloud in the Sidebar.

Uncheck to turn off.

When you turn off Desktop and Documents, your files stay in iCloud Drive and a new folder is created on your Mac. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.
1 From your Mac, go to Apple menu  > System Preferences > iCloud.
2 Next to iCloud Drive, click Options.
3 Deselect Desktop & Documents Folders.
4 Click Done.
