How do I download my backup

You restore an iCloud backup to your device following these directions.

Restore or set up your device from an iCloud backup - Apple Support

You should have two backups from which to choose when you get to the point of selecting a backup. If the messages are not in either backup, there will be no way to recover them. When you restore a backup, you overwrite the current contents on your device.

Nothing in my mind

Nothing

You need to start your own thread if you have a problem with an Apple device. Your are not making any sense.