See the information in Set up and use iCloud for Windows - Apple Support including the following:
When you turn on iCloud Drive, iCloud for Windows creates an iCloud Drive folder in File Explorer. You can find documents that you’ve stored in iCloud in this folder. When you create a file on your PC and save it to the iCloud Drive folder, it also appears on your other devices.
Also note that Apple offers iCloud Backup for iPhones and iPads but not for Mac or Windows computers. It is possible to sync data from a Mac or Windows computer to iCloud if you turn on those options (e.g., iCloud Photos, iCloud Drive). Syncing has some of the benefits of a backup (and the benefit of being offsite) but is not the same as a backup. Major differences include the fact that not everything on your computer can be synced and the fact that if you delete something, accidentally or otherwise, there is only a limited time period (30 days in most cases) during which it can be recovered.