Here you go: https://support.apple.com/en-au/HT204055

Take care - make sure you backup everything properly or you will (not might, will) lose all your photos. Hard drives, memory sticks, phones, computers, etc all eventually stop working. You need to have multiple copies of your photos.

If you're hoping to save money... probably cheaper to keep your iCloud subscription.

You can export your entire account including iCloud content from your account by going to manage Apple ID.

PhotoSync is a great one for downloading your photos library.

https://apps.apple.com/app/id415850124

I use it to sync my iCloud Photos to my local NAS for a peace of mind backup.

For files - as the other person said just copy and paste from the folder on your desktop.

By PC you mean non macOS? On my MacBook Air, it has a drive called iCloud. It's just a matter of dragging and dropping into a local drive.

I heard Apple might have the apps for Windows PCs now. I haven't investigated.

More context would help. What platform do you have available? What have you already tried? How much do you have to transfer? What are you planning to transfer to? How much storage do iCloud backups use? Etc.

A couple suggestions come to mind off the top of my head. First, you can use the web interface for photos and iCloud drive to download your files, but this may be slow. You can load your photos from the Mac Photos app, which usually has a fast export time. Be aware of third party alternatives, as many aren’t compatible with Live Photos or don’t export all the metadata.