Download files and folders from iCloud Drive
Either open the file or click 
next to its name to download the file from iCloud Drive. When you click to download a folder, everything in that folder also downloads.
Download photos and videos from iCloud Photo Library
In Photos, double-click the photo or video to view it individually. The high-resolution version of that photo or video automatically downloads from your iCloud Photo Library.
Download your purchased movies and TV shows from iTunes
In iTunes, choose View > Media Kind > Movies (or TV Shows), then click to download from iTunes.
Download email attachments
Open the email, then click the download icon 
for the attachment. If you don't see a download icon, the attachment is already downloaded.
Learn more
After you download a file, folder, movie, TV show, photo, video, or email attachment, Optimized Storage keeps it on your Mac until more storage space is needed.