Pages documents are unavailable and showing 'Download from iCloud'

Many documents that I created in "Pages" have recently changed, and they are unavailable. There is a circle with an arrow indicating they can be download from the iCloud. Additionally if an attempt to save a file to my desktop it says it's cloud desktop. My disk space has plenty of room so im not sure what's causing this. What causes this type of change? Also what's a good source for learning how to manage space in multiple external options?

[Re-Titled by Moderator]

Original Title: Pages documents are