Keep iCloud Drive files downloaded on your Windows computer
With iCloud for Windows, you can choose which iCloud Drive files are downloaded to your computer. You must download a file before you can open it.
You can pin individual files or folders or your entire iCloud Drive folder to keep them downloaded to your device. If a file or folder is pinned, you see 
next to the filename in File Explorer. See a list of icons and what they mean.
Note: This feature isn’t supported in iCloud for Windows version 7.
Pin a file or folder
On your Windows computer, open File Explorer, then click iCloud Drive in the Navigation pane.
Right-click the file or folder you want to pin.
In the shortcut menu, choose “Always keep on this device”.
Unpin a file or folder
On your Windows computer, open File Explorer, then click iCloud Drive in the Navigation pane.
Right-click the file or folder you want to unpin.
In the shortcut menu, choose “Always keep on this device” to remove the checkmark and unpin the item.
To remove an item from your Windows computer, see Remove iCloud files and photos to free up space on your PC.