iCloud problem

Hello,

I am a new Mac user, encountering difficulties with iCloud, which I would prefer not to use. Currently, my whole desktop is synced to iCloud. If I move a file from my desktop to a specific folder, I am asked: "Are you sure you want to remove the item from iCloud Drive?"

I have gone to Preferences > iCloud > Desktop and Documents Folders > Options > And have then tried to untick "Desktop and Documents", but I am then told: "If you continue, items will be removed from the Desktop and the Documents folder on this Mac and will remain in iCloud drive. New items added to your Desktop or Documents folder on this Mac will no longer be stored in iCloud Drive".

How can I keep everything currently saved in the Desktop and Documents folders – and keep them ON my computer – while deleting them from the cloud?

I would appreciate any advice. Thank you very much.

Jeff