How do I move my files in iCloud to the hard drive in iMac.

Visit iCloud.com and sign in to your account. The see below,

This will show your iCloud drive, highlight any files you want to download and see below.

This will begin a download to your iMac Hard Drive.

Best of luck.

If you create a file using text edit , the files are never to be saved in Macintosh HD , they can be either saved to iCloud Drive or other location like download .