How do I retrieve and back up local files from the iCloud on my Mac?

From this Apple Support Article on how to do this

Depending on the amount of files on iCloud and how much Empty Storage Space ( Empty Space ) on the Internal Drive

This could take some time and Space on the Internal Drive

Archive or make copies of the information you store in iCloud

I don't understand how it happened (and I'd like to), or how to undo it. Any light on this would be amazing, thanks.

Just turn off Desktop & Documents in iCloud Drive.

Add your Desktop and Documents files to iCloud Drive - Apple Support

Muddyslippers wrote:

if I need a file, I really need a file right then and increasingly I won't be in my house.

What can I do to get all my files back onto my computer and get them backed up properly on my backup machine, not the cloud. We live in uncertain times - I've always valued having stuff where I can get at it.

Also note that you can always access the iCloud files as long as you have an internet connection, you don't have to be "in my house." If you have a cell phone, you can use it as a hot spot for an internet connection if there is no other option. Even airplanes offer (slow) internet connections.

I agree with your desire to have in your possession of a copy( backup) of every file, whether in iCloud or not.

Also keep in mind that iCloud is NOT a backup app for Macs. I is designed for sharing files with other Macs.