I have files that show the cloud icon with a down arrow. How do I download these files to my Macbook without opening each file one by one?

I have files that show the cloud icon with a down arrow. How do I download these files to my Macbook without opening each file one by one? I want to be able to access all the files I have in iCloud with or without a Wi-Fi connection. Those files that show the cloud/down-arrow icon must be opened before they are downloaded to my Macbook.