I have a copy of my files in iCloud. I want some of them on my computer. How do I put them there?

When your new Mac is signed in to iCloud you should find your files in iCloud Drive.

You didn't describe how you uploaded these files. Was it another Mac? The other locations on a Mac for syncing, if chosen, are Desktop and Documents folder.

You don't get the option of having only "some" of the iCloud documents on your Mac. iCloud is a syncing service which unifies your content across all your devices.

Read more about iCloud:

iCloud - Official Apple Support

Access and manage your files in iCloud Drive

What's the difference between device storage and iCloud storage?

Some of files can be selected Select items on your Mac screen and shared on new Mac Use iCloud File Sharing to share documents with other iCloud users - Apple Support

• Note : You can select consecutive items by holding down the Shift key while selecting them. You can select non-consecutive items by holding down the Command key while selecting them.