So apparently I found out how I can do this since it dawned on me. And if others have the same issue this is the only way I could do this.
First if you have folders from your iCloud on your iPhone or iPad that you wanted to transfer permanently to your notes on your iMac or MacBook/Pro/Air the way I did it requires the mouse and keyboard.
You have to create folders on your original Notes App on iMac or MacBook Mocking the ones from your iCloud.
Afterwards you follow by routine: Notes Folder > Click which notes you wanted > Highlight or Select All > Cut > click to on my Mac notes > folder by the same title > Click create a note > paste.
You repeat this process for the amount that you wanted.
And if you needed to keep certain notes I suggest you lock each of them afterwards.