To download the original photos and videos on your iOS device, go to Settings > [your name] > iCloud > Photos and select Download and Keep Originals. On your Mac, open Photos, choose Photos > Preferences, then select Download Originals to this Mac. Then you can turn off iCloud Photo Library.
Considering this, where is my iCloud photo library on my Mac?
Turn on iCloud Photo Library. On your iPhone, iPad, or iPod touch with iOS 10.3 or later, go to Settings > [your name] > iCloud > Photos, then turn on iCloud Photo Library. In iOS 10.2 or earlier, go to Settings > iCloud > Photos. On your Mac with OS X 10.10.3 or later, go to System Preferences > iCloud.
Where are my iCloud files on my Mac?
iCloud files from the Finder. iCloud files are stored in the folder ~/Library/Mobile Documents. (The tilde symbol is a shortcut for your user folder.) Go to this folder (Finder > Go > Go to Folder), and you'll see a number of sub-folders, one for each app.